Full-Text Search:
Home|Journal Papers|About CNKI|User Service|FAQ|Contact Us|中文
《Journal of Anhui University of Technology and Science》 2003-02
Add to Favorite Get Latest Update

Probabilistic approach to a kind of option

XIANG Li qun(Dept. of Appl. Math. and Phy., Anhui University of Technology and Science, W uhu 241000, China)  
It is very difficult to get a closed-form solution for option′ s price. An Asian call option is considered in this paper. By using the method of probability and the theory of geometric average and integral, a closed-from s olution to the option's price is given under suitable condition..
【Fund】: 安徽工程科技学院青年科研基金资助项目(2000YQ004)
【CateGory Index】: F224
Download(CAJ format) Download(PDF format)
CAJViewer7.0 supports all the CNKI file formats; AdobeReader only supports the PDF format.
©2006 Tsinghua Tongfang Knowledge Network Technology Co., Ltd.(Beijing)(TTKN) All rights reserved