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Asian put option model zone


Asian put option model zone


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. There are two types of Asian Fixed Strike option, the Asian Fixed Strike call and the Asian Fixed Strike put. Asian options are priced based on the average price of the underlying instrument. Both the strike value and expiration value can be calculated from the average value over a period of time.Asian options are no more difficult to understand than their vanilla counterparts.

The average price over the month would determine if a payout is due. Please help improve this article by adding citations to reliable sources. Also known as an average option. Maybe the annual data is approximately normally distributed with a specified mean and standard deviation.




Asian put option model zone

Put option zone asian model

Put option zone asian model