Lin Hanyan

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  • Lin Hanyan
  • 2017 9th International Conference on Measuring…
  • 2017
For deriving the approximate formula of American-style Asian option in the fractional Black-Scholes model, this paper take the American-style Asian put Option as example. First, derived the formulas of European-style geometric average Asian option with fix strike price by partial differential equation method briefly. Based on the formulas, the quadratic(More)
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