Zeng, Ziyao and Zhao, Lingyuan and Zhou, Hanxiao (2023) The Comparison of Asian Options and Other Options Based on Black-Scholes Model and Monte Carlo Simulation. In: Proceedings of the International Conference on Financial Innovation, FinTech and Information Technology, FFIT 2022, October 28-30, 2022, Shenzhen, China.
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Abstract
Price of the premium serves as the most important role in options trading, which can sometimes deviate from the fair price. Therefore, both general investors and market makers need a tool that can help them judge the pricing, i.e., the pricing model. Option pricing can avoid blind investment transac
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:10 |
| Last Modified: | 17 Apr 2026 03:25 |
| URI: | http://eprints.eai.eu/id/eprint/42600 |
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