Black-Scholes Formula for Asian Option with Several Futures

Mohammad Ebrahim Alaei

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Title: Black-Scholes Formula for Asian Option with Several Futures

Volume:

Number:

ISSN:

1829-1163

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Contributor(s):

Գլխ. խմբ.՝ Անրի Ներսեսյան ; Պատ. խմբ.՝ Լինդա Խաչատրյան ; Խմբ. տեղակալ՝ Ռաֆայել Բարխուդարյան

Coverage:

84-92

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.

Publisher:

National Academy of Sciences of Armenia

Date created:

2017-12-22

Format:

pdf

Identifier:

oai:arar.sci.am:13304

General note:

Electronic Open Access Publication of the National Academy of Sciences of Armenia

Digitization:

ՀՀ ԳԱԱ Հիմնարար գիտական գրադարան

Location of original object:

ՀՀ ԳԱԱ Հիմնարար գիտական գրադարան

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Digital Library > Articles

Last modified:

Apr 19, 2024

In our library since:

Feb 12, 2020

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https://arar.sci.am/publication/15039

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Armenian Journal of Mathematics=Հայկական մաթեմատիկական հանդես

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Black-Scholes Formula for Asian Option with Several Futures	Apr 19, 2024

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