option Asian put

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 stcok at exercise date.

Asian put option

Asian put option

Asian put option

Asian put option

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Asian put option

Asian put option

Asian put option

Asian put option

When a business is concerned about the average exchange rate over time. Asian options are, however, difficult to price. This is because the geometric average of a set of lognormally distributed variables is also lognormal. Rogers and Shi solve the pricing problem with a PDE approach.

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