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https://ptsldigital.ukm.my/jspui/handle/123456789/464386Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Chang, Chuang Chang | - |
| dc.contributor.author | Tsao, Chueh Yung | - |
| dc.contributor.author | Lin, Chung Gee | - |
| dc.date.accessioned | 2023-09-29T08:19:03Z | - |
| dc.date.available | 2023-09-29T08:19:03Z | - |
| dc.identifier.uri | http://ptsldigitalv2.ukm.my:8080/jspui/handle/123456789/464386 | - |
| dc.description.abstract | In this paper we first identify a missing in the pricing formula developed by Bonaziz.Bries and Crouhy (1994). We derive the correct one illustrate that the missing term in their pricing formula could induce large pricing errors, or unreasonable option prices, in certain cases. | en_US |
| dc.language.iso | en | en_US |
| dc.subject | Analytic approximination formulac | en_US |
| dc.subject | Forward-starting Asean options | en_US |
| dc.subject | Hedge rations | en_US |
| dc.title | Analytic Approximation formulae for picing foward-starting Asean options | en_US |
| dc.type | Seminar Papers | en_US |
| dc.format.pages | 15 | en_US |
| dc.identifier.callno | HG4026.A536 2001 katsem | en_US |
| dc.contributor.conferencename | The thirteenth Annual PACAP/FMA Finance Conference | - |
| dc.coverage.conferencelocation | Westin Chosun Hotel, Seoul, Korea | - |
| dc.coverage.conferencelocation | Radisson Plaza Hotel, Seoul, Korea | - |
| dc.date.conferencedate | 2001-07-05 | - |
| Appears in Collections: | Seminar Papers/ Proceedings / Kertas Kerja Seminar/ Prosiding | |
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