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Average Strike Option Pricing Model

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 06 Sep 2022 English Publisher:Zenodo
Authors: Yang, Alex;

doi: 10.5281/zenodo.7055407 , 10.5281/zenodo.7055440 , 10.5281/zenodo.7055408

Average Strike Option Pricing Model

Abstract

This article examines the pricing model for Average Strike Option (AVR). For an AVR, the payoff at expiration is determined by an average price and an average strike of the underlying asset over some period prior to expiration.

reference: https://finpricing.com/lib/EqAsian.html

Keywords

Average Strike Option Pricing Model

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
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.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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