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《Natural Science Journal of Hainan University》 2008-02
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The Pricing Formula of the Geometric Average Asian Options with Floating Strike Price in the Continuous Situation

LI Li-ya ZHANG Zhao-yuan(College of Science ,Wuhan University of Science & Technology,Wuhan 430045,China)  
This paper gives the uniform Black-Scholes (B-S) model of strong path-dependent options.In addi- tion,we get the price of geometric average Asian option with floating strike price,making use of the uniform B-S Model of strong,path-dependent option,and prove that.
【CateGory Index】: F830.9;F224
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