Journal of Mathematical Finance

Vol.4 No.4(2014), Paper ID 49341, 5 pages

DOI:10.4236/jmf.2014.44027

 

Equivalent Martingale Measure in Asian Geometric Average Option Pricing

 

Yonggang Zhu

 

School of Science, China Three Gorges University, Yichang, China

 

Copyright © 2014 Yonggang Zhu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Zhu, Y. (2014) Equivalent Martingale Measure in Asian Geometric Average Option Pricing. Journal of Mathematical Finance, 4, 304-308. doi: 10.4236/jmf.2014.44027.
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