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Asian option pdf

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The value of an Asian option

Asian option pdf
Asian option pdf
Asian option pdf
Asian option pdf
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(PDF) The value of an Asian option

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Asian option

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An Asian option or average value option is a special type of option contract. For Asian options the payoff is determined by the average underlying price over some pre-set period of time. This is different from the case of the usual European option and American option , where the payoff of the option contract depends on the price of the underlying instrument at exercise; Asian options are thus one of the basic forms of exotic options. In general they do not differ in definition, only in how the pay-off is calculated.
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Category: Asian

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