Analytic approximations for European-style Asian spread options
Spread option is a exotic option, which allows investors to simultaneously take positions in two correlated underlying assets and profit from their price difference over some spread. This option provides stable investment opportunities for practitioners in unpredictable and complex financial markets...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2024-03-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.2024573?viewType=HTML |