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 ...
DEFINITION of 'Asian Option' An option whose payoff depends on the average price of the underlying asset over a certain period of time as opposed to at maturity.
Asian option Option based on the average price of the underlying assets during the life of the option. Asian Option An option contract in which the payoff is related ...
An Asian option (also called an average option) is an option whose payoff is linked to the average value of the underlier on a specific set of dates during the ...
Pricing Asian Options. This example shows how to price a European Asian option using four methods in the Financial Instruments Toolbox™: two closed form ...
Asian Options: Learn about Asian options, and download an Excel spreadsheet to price Asian Options based on arithmetic and geometric averages
This example shows how to price a European Asian option using four methods in the Financial Instruments Toolbox™: two closed form approximations (Levy and Kemna ...
The Asian option payoff depends on the average price of the underlying asset over a specific period of time. The expected payoff of an Asian option is less
Asian option definition, meaning, what is Asian option: an option (= the right to buy or sell shares, etc.) whose price is calculated on its…. Learn more.
i Abstract An Asian option is a path-depending exotic option, which means that either the settlement price or the strike of the option is formed by some aggregation ...