Valuation of Continuous Asian Options

Valuation of Continuous Asian Options

Comparison of Laplace Transform Inversion method with Monte Carlo Simulation

LAP Lambert Academic Publishing ( 2011-07-05 )

€ 49,00

Buy at the MoreBooks! Shop

One of the most exciting areas in finance consists in the challenging problem of finding among various approaches the most accurate methodology for pricing derivative instruments. This book investigates the analytical methods available for pricing Asian options in particular. It will be of a great interest not only to students and researchers in the subject of asset pricing but across the field of mathematical finance.

Book Details:

ISBN-13:

978-3-8454-0768-5

ISBN-10:

3845407689

EAN:

9783845407685

Book language:

English

By (author) :

Emna Nefzi

Number of pages:

60

Published on:

2011-07-05

Category:

Money, Bank, Stock exchange

I understood
We use cookies to enhance your experience. Learn More