Implied volatility from asian options via monte carlo methods

Zhaojun Yang*, Christian Oliver Ewald, Yajun Xiao

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

2 Citations (Scopus)

Abstract

We discuss how implied volatilities for OTC traded Asian options can be computed by combining Monte Carlo techniques with the Newton method in order to solve nonlinear equations. The method relies on accurate and fast computation of the corresponding vegas of the option. In order to achieve this we propose the use of logarithmic derivatives instead of the classical approach. Our simulations document that the proposed method shows far better results than the classical approach. Furthermore we demonstrate how numerical results can be improved by localization.

Original languageEnglish
Pages (from-to)153-178
Number of pages26
JournalInternational Journal of Theoretical and Applied Finance
Volume12
Issue number2
DOIs
Publication statusPublished - Mar 2009
Externally publishedYes

Keywords

  • Asian options
  • Calibration
  • Exotic options
  • Implied volatility
  • Local volatility
  • Monte Carlo simulation

Fingerprint

Dive into the research topics of 'Implied volatility from asian options via monte carlo methods'. Together they form a unique fingerprint.

Cite this