- asian option value average price xls


asian option value average price xls

13, Mini Case Study #1: Asian average price call option. 14 . + Pm)/m denotes the average value of the forward prices calculated over a predetermined.

7, This spreadsheet calculates the value of an Asian option for a time path of n=3. 8. 9 . value of the stock price for a specific path, including S(0) in the average.

Asian options are priced based on the average price of the underlying instrument . Both the strike value and expiration value can be calculated from the average.