PL EN


2008 | 1(47) | 197-205
Article title

WAYS OF ASIAN OPTIONS PRICING

Authors
Title variants
Languages of publication
UK
Abstracts
EN
The essence of one of the versions of marching tools, namely, Asian options which are representatives of a group of exotic options was investigated. Kinds of Asian options and their investment appeal to investors were considered. Ways of calculation of the sum of final payment for arithmetic and geometrical options with the right of purchase and the right of sale were determined. Factors of the influence on the price of these derivatives and their ways of pricing were described.
Year
Issue
Pages
197-205
Physical description
Document type
ARTICLE
Contributors
  • N.L. Ivashchuk, Department of Management and International Entrepreneurship, National University 'Lviv Politekhnika', Stepan Bandera str. 12, 79013 Lviv, Ukraine
References
Document Type
Publication order reference
Identifiers
CEJSH db identifier
08UAAAAA04598857
YADDA identifier
bwmeta1.element.8c82c072-ebbc-35f2-b576-70aaa569f053
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