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• W1185248147 abstract "Asian options are important path-dependent derivatives. The aim of this paper is to compare two binomial Asian option pricings. First, we introduce the binomial Asian option pricing. Next, we present some useful concepts and properties about Chen-Lyuu pricing formula. Here, we give a brief overview of the literature and the different techniques to option pricing. We first focus on Asian option. We depart by pricing the Asian options, using a binomial method. Next, we move to more discussion in fuzzy environment." @default.
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• W1185248147 date "2012-04-01" @default.
• W1185248147 modified "2023-09-24" @default.
• W1185248147 title "Efficient pricings for binomial Asian option under fuzzy environment" @default.
• W1185248147 hasPublicationYear "2012" @default.
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