Chan, Pak Keung2015-06-162015-06-162015-06-162015http://hdl.handle.net/10012/9437This Master's Thesis explores the method of moments matching for pricing Asian options. In this thesis, the underlying asset is assumed to be non-dividend paying and its price process either follows the standard geometric Brownian motion or the more advanced Heston volatility model.enAsian OptionsMoments MatchingMaster ThesisQuantitative Finance