You could throw in an Asian option
with cuapao buns, some hoisin sauce and Sriracha, fresh cilantro leaves, spring onions and cucumber.
Chen and Lyuu (2007) came up with a close-form solution for arithmetic Asian option
using the approximation of arithmetic average through geometric average appeared.
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.
In fact, the IDI option is similar to an Asian option
on the geometric average of the one-day interbank interest rate (CDI), between the trade date and the expiration of the option.
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
A typical Asian option
would be exercisable in this situation, but the EMOP isn't.
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.
The outline of the rest of the paper is as follows: the first section describes the constant elasticity of variance (CEV) process The following section develops the binomial tree method to the valuation of arithmetic Asian option
under the CEV process, and the convergence of the binomial tree method is indicated using numerical example.
As noted by Almeida and Vicente (2006), an IDI option is just an Asian option
whose payoff is a function of the short-term rate through the path between the trading date t and the option maturity date T.
Chapter 4 is a discussion of plain-vanilla options, as well as more exotic options such as the floating strike price Asian option
The article also presented an easily computable upper bound for the price of an arithmetic Asian option