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  • Asian Option Pricing

    Author(s):
    Tim Xiao (see profile)
    Date:
    2021
    Group(s):
    Business Management
    Subject(s):
    Economics
    Item Type:
    Presentation
    Tag(s):
    asian option, average option, option pricing
    Permanent URL:
    http://dx.doi.org/10.17613/yzsd-0f83
    Abstract:
    An Asian option or average option is a special type of option contract where the payoff depends on the average price of the underlying asset over a certain period of time. The payoff is different from the case of a European option or American option, where the payoff of the option contract depends on the price of the underlying stock at exercise date.
    Metadata:
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    Status:
    Published
    Last Updated:
    1 week ago
    License:
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