A general expression is derived for the price of a European-style Asian contingent claim in which the terminal value depends on both the underlying asset price and the continuous geometric average of the price of the underlying asset over the life of the claim. Specific formulas are derived for Asia
A note on “resource flexibility with responsive pricing”
✍ Scribed by Ebru K. Bish; Juqi Liu; Douglas R. Bish
- Publisher
- John Wiley and Sons
- Year
- 2010
- Tongue
- English
- Weight
- 148 KB
- Volume
- 57
- Category
- Article
- ISSN
- 0894-069X
No coin nor oath required. For personal study only.
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