B-S推广模型的亚式期权定价

On Asian Option Pricing for Generalized Model of Black-Scholes Model

分别假设金融资产为有连续红利支付和波动率是随机的股票,得到相应的亚式看涨期权的定价公式和算术平均亚式期权价格的上界.

Assumed that the financial asset is stock with consecutive capital bonus rate or stochastic volatility, the paper gets the corresponding pricing of the Asian call option and the upper bound of arthmetic average Asian option prices.