On Numerical Comparison Between European and Asian Options

” On Numerical Comparison Between European and Asian Options ” 

Mohammad Ebrahim Alaei … 2017, No.1 , P. 43 – 57

DOI : http://dx.doi.org/10.22039/cjcme.2017.04

Abstract

In this paper we show analysis on incomes or damages differences between two options for Black-Scholes formula, of course numerical comparison between European and Asian option in single option case about risk of price jumping at maturity.

References

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