Black-Scholes Formula for Asian Option with Several Futures

Mohammad Ebrahim Alaei

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Abstract

The paper suggests the Black-Scholes type formulas for some options. The Asian options for several futures with depending components and uniform time steps are investigated.

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Black-Scholes Formula for Asian Option with Several Futures

Abstract

Author(s)

Table of Contents

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Black-Scholes Formula for Asian Option with Several Futures

Abstract

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