-
FX Asian Option
- Author(s):
- Tim Xiao (see profile)
- Date:
- 2021
- Group(s):
- Business Management
- Subject(s):
- Economics
- Item Type:
- Presentation
- Tag(s):
- Asian option, FX option, option valuation
- Permanent URL:
- http://dx.doi.org/10.17613/vz5t-j725
- Abstract:
- An FX Asian option or Asian currency option is a special type of option contract where the payoff depends on the average of the underlying exchange rates 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 underlying FX rate at exercise date.
- Notes:
- https://science-media.org/show-category/paper/2/10
- Metadata:
- xml
- Status:
- Published
- Last Updated:
- 1 year ago
- License:
- All-Rights-Granted
- Share this:
Open access, open source, open to all
fxasian-18.pdf