Modeling of American-style Asian option under jump-diffusion process
This thesis addresses evaluation of American-style Asian options within a jumpdiffusion framework, an extension of the traditional Black-Scholes model to capture real-world financial market behaviors better. The primary objective of this research is to develop an evaluation framework for pricing...
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| Format: | Thesis |
| Language: | English |
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2024
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| Online Access: | http://psasir.upm.edu.my/id/eprint/118397/ http://psasir.upm.edu.my/id/eprint/118397/1/118397.pdf |