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ARO

It stands for average rate option; an option in which the exercise price is equal to the average of the...

Geometric ARO

It stands for geometric average rate option; an Asian option whose payoff depends on the geometric average price of its...

Geometric Average Rate Option

An Asian option whose payoff depends on the geometric average price of its underlying asset. For example, the payoff of...

Compound Average Rate Option

An option which gives it holder the right, without the obligation, to buy a currency average rate option / ARO...

Average Rate Option

An option in which the exercise price is equal to the average of the asset’s price over the life of...

Weighted Average Rate Option

An average rate option in which the weighting of a given periodical price or rate (daily, weekly, monthly, ..) is...

Weighted Average Price Option

An average rate option in which the weighting of a given periodical price or rate (daily, weekly, monthly, ..) is...