Asian option approximation

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Chapter 27 Basket Options. Chapter 20 Quanto Options. På Göteborgs universitet använder vi kakor cookies för att webbplatsen ska fungera på ett bra sätt för dig. Chapter 35 Hedging Exotic Options. Furthermore, we propose techniques for optimizing performance of the methods for particular classes of random functions. Chapter 1 gives a brief introduction to the theory of option pricing and describes some path-dependent options. For this type of option it does not exist any closed form analytical formula for calculating the theoretical option value.

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We undertake the case of continuous averaging and starting time zero,  but the obtained results can be applied to the discrete case  and generalized for any time before an execution date.

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The thesis consists of an introductory survey of the subject and related theory and four papers A-D. Chapter 21 Rainbow Options. This thesis evaluates different models accuracy of option pricing by MonteCarlo simulations when changing parameter values and the number of simulations. The Black-Scholes formula will in general overestimate the Asian option value. In this thesis, we study numerical analysis for random processes and fields.

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