• 제목/요약/키워드: arithmetical call-put parity

검색결과 2건 처리시간 0.015초

ON THE OPTION PRICES OF EUROPEAN ASIAN ARITHMETICAL OPTION

  • Choi, Won
    • Journal of applied mathematics & informatics
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    • 제7권2호
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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
    • /
    • 제7권3호
    • /
    • pp.1069-1075
    • /
    • 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.