UDC 336.764.2
Ivashchuk, N. L. (2008). Sposoby otsinyuvannya aziats'kykh optsioniv [Ways of Asian Options Pricing]. Rehional'na ekonomika - Regional Economy, 47(1), 197-205. [in Ukrainian].
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Authors

Resume

The essence of one of the versions of marching tools, namely, Asian options which are representatives of a group of exotic options has been investigated. Kinds of Asian options and their investment appeal to investors have been considered. Ways of calculation of the sum of final payment for arithmetic and geometrical options with the right of purchase and the right of sale have been determined. Factors of the influence on the price of these derivatives and their ways of pricing have been described.

Keywords:

derivatives, options, option premium, payment function, pricing