Black-Scholes Formula for Asian Option with Several Futures

Authors

  • 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.

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Published

2017-12-26

Issue

Vol. 9 No. 2 (2017)

Section

Articles

How to Cite

Black-Scholes Formula for Asian Option with Several Futures. (2017). Armenian Journal of Mathematics, 9(2), 84-92. https://armjmath.sci.am/index.php/ajm/article/view/164