Open AccessPricing Asian Lookback Option based on Monte Carlo simulation
Author(s) -
Wei Tao,
Fangpei Yang,
HanQing Yu
Publication year - 2022
Publication title -
bcp business and management
Language(s) - Uncategorized
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v26i.2038
Subject(s) - exotic option , asian option , valuation of options , monte carlo methods for option pricing , monte carlo method , strike price , black–scholes model , binary option , derivative (finance) , function (biology) , computer science , economics , actuarial science , financial economics , mathematics , volatility (finance) , statistics , evolutionary biology , biology