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• Pricing Asian Option on a Basket of Averages

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Options (Finance), Derivative securities, Options (Finance)--Valuation

  Item Type:

  Report

  Tag(s):

  Asian option, commodity derivatives, average basket

  
  

• Equity Asian Swap Model

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Derivative securities, Options (Finance), Options (Finance)--Valuation

  Item Type:

  Report

  Tag(s):

  equity option, Asian option, option valuation

  
  

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