Investment Banking
Floatation
April 10, 2021
Insurance
Underwriting Cycle
April 10, 2021

An option (Asian option) whose payoff depends on the average price of the underlying asset during at least some part of the life of the option. The option’s payoff is the positive difference between the average price and a fixed strike price.

The fixed-strike Asian option is alternatively known as average price option or average rate option.

Leave a Reply

Your email address will not be published. Required fields are marked *

Related Posts