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Approximation of Continuous Arithmetic Asian Option Prices via the Mean Value Theorem under the Black–Scholes Framework

Master's Examination

Cherry Lou S. Bagsain
Presenter

Dr. Lu Kevin S. Ong
Adviser

Dr. Daryl Allen B. Saddi
Reader

Dr. Fredegusto Guido P. David
Dr. Bryan S. Hernandez
Examiners

6 December 2025 (Saturday) 4:00 pm
Institute of Mathematics Building, Conference Room