Black-Scholes Formula for Asian Option with Several Futures

  • Mohammad Ebrahim Alaei Yerevan State University, Armenia

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.

Published
2017-12-26
How to Cite
Alaei, M. E. (2017). Black-Scholes Formula for Asian Option with Several Futures. Armenian Journal of Mathematics, 9(2), 84-92. Retrieved from http://armjmath.sci.am/index.php/ajm/article/view/164
Section
Articles