Asian option

(redirected from Asian Options)

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 ?
Asian options are one of the few real choices for hedgers among various exotic options; their price depends on the average price of the underlying asset over the entire life of the option or a certain period within it.
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. Local dishes, usually consisting of the staples of coconut, fish and starches also add some Maldivian flair to most menus, and are certainly worth tasting if you enjoy curry or seafood.
Asian options are a kind of common strong path-dependent options, whose value depends on the average price of the underlying asset during the life of the option.
in Mississauga, Ontario, says a key focus should be on Indian, Hispanic and Asian options.
Kemna and Vorst (1990) proposed an analytic expression for Asian options with geometric average using the partial differential equation (PDE) approach, on this basis, geometric average as control variable employed in the Monte Carlo simulation method (Boyle, 1977) was used to obtain satisfactory result for pricing Asian options with arithmetic average.
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.
Other Asian options were said to be fellow Kuwaiti Bader Al Mutwa of Al Qadsia or Uzbekistan's Aleksander Geynrikh.
Though pizzas and burgers are available, there are no fast-food franchises or chains; most tourists take advantage of the abundance of cheap Lao and other South-east Asian options. Internet cafes abound, but most hotels and guest houses also offer free Wi-Fi.
Based on a dataset of interest rate Asian options traded in the Brazilian market (IDI options), we find that the most naive specification, that is, the one with information of only the first principal component of the interest rate, performs best.
Typical examples are stochastic present values of future cash flows (see, e.g., Dhaene et al., 2002b, 2005), Asian options (see, e.g., Simon, Goovaerts, and Dhaene, 2000; Vanmaele et al., 2006; Reynaerts et al., 2006), basket options (see Deelstra, Liinev, and Vanmaele, 2004; Vanmaele, Deelstra, and Liinev, 2004) and Asian basket options (see Deelstra, Diallo, and Vanmaele, 2008, in press).
A different alternate route was offered by Russia in addition to these Central Asian options.

Full browser ?