띠그랭 | 3주 전
A prototype of pricing system for the Asian option based on QuantLib and FpML
In this report, a prototype pricing system for the arithmetic Asian option is developed with the use of QuantLib and FpML. It is believed that Asian options have effective risk management features because the spot prices of the underlying are
https://essex.academia.edu/HwayoungLee | 2019-02-17
© Since 2012, RocketPunch, Inc. All rights reserved.
가입하신 E-mail을 입력해주세요
프로필 완성도가 부족합니다.