Asian Options

Tags: #Financial #Economics

Equation

$$A(T) = \frac{1}{n} \sum S(ih) \\ G(T) = [\prod S(ih)]^{\frac{1}{n}}$$

Latex Code

                                 A(T) = \frac{1}{n} \sum S(ih) \\
G(T) = [\prod S(ih)]^{\frac{1}{n}}

Have Fun

Let's Vote for the Most Difficult Equation!

328
(75.1%)
Difficult
Not Difficult
109
(24.9%)

Introduction

Equation



Latex Code

            A(T) = \frac{1}{n} \sum S(ih) \\
            G(T) = [\prod S(ih)]^{\frac{1}{n}}

Explanation

Latex code for the Asian options are options. Asian options are options that are based on averages in place of either the price or the strike. The average can be either an arithmetic average or a geometric average. Then to price the option replace either the strike or the price with the appropriate path-dependent average, calculate the payoffs, and then discount them.

  • : Arithmetic average of option price at time T
  • : Geometric average of option price at time T

Related Documents

Related Videos

Discussion

Comment to Make Wishes Come True

Leave your wishes (e.g. Passing Exams) in the comments and earn as many upvotes as possible to make your wishes come true


  • James Williams
    The thought of not passing this exam is haunting me.
    2023-07-19 00:00

    Reply

    Rose Rogers reply to James Williams
    You can make it...
    2023-08-12 00:00:00.0

    Reply


  • Christopher Martinez
    Hoping to get over the hurdle of this exam.
    2023-10-10 00:00

    Reply

    Cheryl Mitchell reply to Christopher Martinez
    Gooood Luck, Man!
    2023-10-13 00:00:00.0

    Reply


  • Benjamin Parker
    I've done everything I can, now I just need to pass this exam.
    2023-10-20 00:00

    Reply

    Joe Lane reply to Benjamin Parker
    You can make it...
    2023-10-25 00:00:00.0

    Reply




Related Contents