• Title/Summary/Keyword: Asian arithmetical option

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ON THE OPTION PRICES OF EUROPEAN ASIAN ARITHMETICAL OPTION

  • Choi, Won
    • Journal of applied mathematics & informatics
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    • v.7 no.2
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    • pp.597-603
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    • 2000

  • In this paper, we deal with the European Asian Arithmetical option and find the unique rational price associated with option and Asian arithmetical call-put parity.

ON THE OPTION PRICES OF EUROPEAN ASIAN ARITHMETICAL OPTION

  • Shin, V.I.;Choi, Won
    • Journal of applied mathematics & informatics
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    • v.7 no.3
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    • pp.1069-1075
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    • 2000

  • In this paper, we deal with the European "Asian arithmetical option" and find the unique rational price associated with this option and Asian arithmetical call-put parity.