Armenian Journal of Mathematics, 9(2)
2017; 84–92
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Black-Scholes Formula for Asian Option with Several Futures

Received: 2024-12-18 · Published: 2017-12-26

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Original title
Black-Scholes Formula for Asian Option with Several Futures
Author
Mohammad Ebrahim Alaei
Source journal
Armenian Journal of Mathematics, 9(2)
Published
2017-12-26
Licence
Creative Commons Attribution 4.0 International
Original
https://armjmath.sci.am/index.php/ajm/article/view/164

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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