Fast Pricing of European Asian Options with Provable Accuracy: Revision history

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24 December 2023

  • curprev 02:0002:00, 24 December 2023SatoshiNakamoto talk contribs 3,590 bytes +3,590 Created page with "Title: Fast Pricing of European Asian Options with Provable Accuracy Abstract: This research aims to develop fast and accurate pricing techniques for European Asian options, which are financial instruments that pay off based on the average stock price over a specific period. The study focuses on single-stock and basket options and presents three pricing techniques with provable accuracy. 1. Introduction European Asian options are a type of option where the payoff depen..."