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[期刊论文] 作者：Ferry Jaya Permana,Dharma Lesm,
来源：应用数学与应用物理(英文) 年份：2014
Geometric Brownian Motion (GBM) is widely used to model the asset price dynamics. Option price models such as the Black-Sholes and the binomial tree models rely...
[期刊论文] 作者：Ferry Jaya Permana,Dharma Lesm,
来源：世界工程和技术(英文) 年份：2015
In this paper, we use a modified path simulation method for valuation of Asian American Options. This method is a modification of the path simulation model prop...
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