Asian call options
An Asian option is an option type where the payoff depends on the average price For an Asian call option using arithmetic averaging and a day period for.
An Asian option (or average value option) is a special type of option contract. For Asian options There are two types of Asian Fixed Strike option, the Asian Fixed Strike call and the Asian Fixed Strike put. In general they do not differ in.
This thesis will focus on European style Arithmetic Asian options where the and conclusions are done only for Asian call options with maturity in 30 days and .
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Asian option - Wikipedia
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