Mi Zhang
Abstract
On the probability measure space for Asian Option Pricing study,we conside the stock price follows Brown motion and floating exercise price follows It^o process during the two assets related model,to obtain Asian options pricing formula under the equivalent martingale measure.
A significance statement is not available in the OpenAlex record.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
On the probability measure space for Asian Option Pricing study,we conside the stock price follows Brown motion and floating exercise price follows It^o process during the two assets related model,to obtain Asian options pricing formula under the equivalent martingale measure.
Key concepts: Martingale pricing, Martingale (probability theory), Asian option, Econometrics, Risk-neutral measure, Probability measure, Rational pricing, Measure (data warehouse)