Manuscript Number : IJSRST173881
Asian Options & Monte Carlo Methods
Authors(1) :-Mahesh S. Naik Price manipulation is reserved for commodity products with low trading volumes, Asian options play an important in pricing in such cases. Since there is no systematic solutions to arithmetic average options, iterative or numerical methods are used. Computer Simulation using Monte Carlo methods plays an important in this case. Various reduction techniques are also used to improve accuracy. This paper deals with Monte Carlo method’s use in pricing options and also comparison with other options. Moreover paper also gives a thought to using Quasi Monte Carlo methods in pricing Asian options.
Mahesh S. Naik Options, Pricing, Asian, Monte Carlo Methods. Publication Details
Published in : Volume 3 | Issue 8 | November-December 2017 Article Preview
Research Scholar, Shri Jagdishprasad Jhabarmal Tibrewala University, Chudela, Rajasthan, India
Date of Publication : 2017-12-31
License: This work is licensed under a Creative Commons Attribution 4.0 International License.
Page(s) : 584-587
Manuscript Number : IJSRST173881
Publisher : Technoscience Academy
Journal URL : https://ijsrst.com/IJSRST173881
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