Asian Options
Tags: #Financial #EconomicsEquation
$$A(T) = \frac{1}{n} \sum S(ih) \\ G(T) = [\prod S(ih)]^{\frac{1}{n}}$$Latex Code
A(T) = \frac{1}{n} \sum S(ih) \\ G(T) = [\prod S(ih)]^{\frac{1}{n}}
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Introduction
Equation
Latex Code
A(T) = \frac{1}{n} \sum S(ih) \\ G(T) = [\prod S(ih)]^{\frac{1}{n}}
Explanation
Latex code for the Asian options are options. Asian options are options that are based on averages in place of either the price or the strike. The average can be either an arithmetic average or a geometric average. Then to price the option replace either the strike or the price with the appropriate pathdependent average, calculate the payoffs, and then discount them.
 : Arithmetic average of option price at time T
 : Geometric average of option price at time T
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