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Asian Option

   Also found in: Wikipedia 0.03 sec.
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 to the average price of the underlying instrument over a set period of time. There are two basic types of an Asian option. In an average strike option, the underlying instrument is bought or sold at its average price over the period of the contract. In an average rate option, the payoff is the difference between the average price of the underlying asset over the life of the contract and some stated strike.

Asian option
An option with a payoff that depends on the average price of the underlying asset during a period of time during the life of the option.


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The arrival of the Jubo Lounge in Llandaff North is a welcome addition to the city's fine collection of Asian options.
EEA]) show the American Asian option values computed by the HSS [13] method and the modified HSS exponential formula, respectively.
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