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Presentation . 2022
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Other literature type . 2022
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License: CC BY
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Asian Futures Option Model

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 10 Nov 2022 English Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.7314403 , 10.5281/zenodo.7314402

Asian Futures Option Model

Abstract

A commodity Asian Futures option is a vanilla Asian option on one or several commodity futures. The matured payoff of the Asian option depends on an arithmetic average of the underlying futures prices over a specified set of reset dates. The pricing model of the Commodity Asian Futures Option is used for pricing, marking-to-the-market (P&L) and risk number calculations.

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

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Asian Futures Option Model

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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).
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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.
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.
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