Asian option

From ACT Wiki
Revision as of 09:35, 13 September 2017 by imported>Doug Williamson (Added See also with links to American/Bermudan/European-style option.)
Jump to navigationJump to search

A type of option where the amount that needs to be repaid is determined by the underlying asset’s average value over a specific period of time.


See also

Retrieved from ‘https://wiki.treasurers.org/w/index.php?title=Asian_option&oldid=2836’