Bai, Zhiqing (2023) The Comparison of European and Asian Option Based on 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
Option is a new financial concept that was invented in the 1970s, which grew rapidly and became an important financial instrument in the market. This paper utilized Monte Carlo simulation in terms of the Black-Scholes model and Excel to investigate two types of options: the Asian Option and the Euro
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:11 |
| Last Modified: | 17 Apr 2026 03:23 |
| URI: | http://eprints.eai.eu/id/eprint/42648 |
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