WAYS OF ASIAN OPTIONS PRICING

• Authors: Ivashchuk N.L.
• 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.

Keywords

EN

ASIAN OPTIONS PRICING; OPTION PREMIUM; PAYMENT FUNCTION

Discipline

• ECONOMICS: ECONOMICS

• Publisher: Institute of Regional Research, National Academy of Sciences of Ukraine,
• Journal: Rehionalna ekonomika
• Year: 2008
• Issue: 1(47)
• Pages: 197-205
• Document type: ARTICLE

Contributors

author

Ivashchuk N.L.

• N.L. Ivashchuk, Department of Management and International Entrepreneurship, National University 'Lviv Politekhnika', Stepan Bandera str. 12, 79013 Lviv, Ukraine

Identifiers

CEJSH db identifier

08UAAAAA04598857