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Equity Asian Option Valuation and Risk

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 14 Jul 2020 English Publisher:Zenodo
Authors: Xiao, Tim;

doi: 10.5281/zenodo.7803387 , 10.5281/zenodo.3944987 , 10.5281/zenodo.3944986 , 10.5281/zenodo.5748073

Equity Asian Option Valuation and Risk

Abstract

Asian options allow the buyer to purchase or sell the underlying asset at the average price instead of the spot price. Asian options are commonly seen options over the OTC markets. Average price options are less expensive than regular options and are arguably more appropriate than regular options for meeting some of the needs of corporate treasurers. Average can be calculated in a number of ways (daily, weekly, monthly, etc.).

https://ia601807.us.archive.org/20/items/eq-asian-2/EqAsian-Archive.pdf

Keywords

Asian option, average option, equity option, European option, option valuation, pricing model

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popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
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influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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