Journal of Applied Mathematics and Physics

Vol.4 No.1(2016), Paper ID 63286, 5 pages

DOI:10.4236/jamp.2016.41021

 

Evaluation the Price of Multi-Asset Rainbow Options Using Monte Carlo Method

 

A. Rasulov, R. Rakhmatov, A. Nafasov

 

University of World Economy and Diplomacy, Tashkent, Uzbekistan
University of World Economy and Diplomacy, Tashkent, Uzbekistan
National University of Uzbekistan, Tashkent, Uzbekistan

 

Copyright © 2016 A. Rasulov, R. Rakhmatov, A. Nafasov 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


Rasulov, A. , Rakhmatov, R. and Nafasov, A. (2016) Evaluation the Price of Multi-Asset Rainbow Options Using Monte Carlo Method. Journal of Applied Mathematics and Physics, 4, 178-182. doi: 10.4236/jamp.2016.41021.

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