Asian option


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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.
References in periodicals archive ?
GERS IN ADMIN: THE ASIAN OPTION CARDIFF owner Tan Sri Vincent Tan Chee Yioun flew for 13 hours across the world to watch Malky Mackay's City side draw 1-1 with Watford on Easter Monday.
2006) for Asian option pricing in the Black and Scholes framework.
Secretary General Annan's term for another five years in 2002, and that it would now be ''fair to come back to (an) Asian option.
The airport has seen a substantial increase in the number of passengers from mainland China, and SSP recognised that a traditional Asian option would be most popular with these travellers.
Chapter 4 is a discussion of plain-vanilla options, as well as more exotic options such as the floating strike price Asian option (p.
ON NEW GENERATION OF DRAMS AND LOGIC DEVICES /***CAUTION: THIS VERSION OF THE RELEASE SHOULD GO TO TRI CONT HIGH TECH WITH ASIAN OPTION, EXCEPT FOR EUROPE.
The article also presented an easily computable upper bound for the price of an arithmetic Asian option.
The Asian option is one of many of our current initiatives which could have great commercial potential.
A particular development in the area of recurrent equations and special functions will be unexpectedly exploited to the effect of a comprehensive theoretical and applied study, including numerical schemes, ofkey quantities in financial and insurance mathematics such as Asian options and perpetuities.
The standard of food, as with most island resorts is high, with multiple venues to choose from and both Western and asian options.
After reviewing the technical background, he covers simple exotic options, dual expiry options, two-asset rainbow options, barrier options, lookback options, Asian options, and exotic multi-options.

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