Natural Science, Mathematics, 2025
Black-Scholes Formula for Asian Option with Several Futures
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Submitted: 2024-12-17; Published: 2024-12-17
© 2024 by author(s) and The Gufo Inc.
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(CC BY-NC 4.0).
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.