Valoración de opcionesun enfoque diferente

  1. Cruz Báez, Domingo Israel
  2. González Rodríguez, José Manuel
Estudios de economía aplicada

ISSN: 1133-3197 1697-5731

Datum der Publikation: 2008

Ausgabe: 26

Nummer: 1

Seiten: 283-284

Art: Artikel

Andere Publikationen in: Estudios de economía aplicada


In this work, we offer a new method to value options. To illustrate this, and from a point of view different, we analyze the value of the European and Arithmetic Asian options on a dividend-paying asset. Our method uses partial differential equations, integral transforms and the program Mathematica. Also, this is a novel alternative, since is obtained a great accuracy at a low computational cost and is simpler than others.