A path-dependent option in which the payoff is based on an average of underlying asset prices, interest rates, indices, or…

An option that combines an Asian option with an American option. Effectively, the combination produces an Asian option which allows…

A path-dependent option in which the payoff is based on an average of underlying asset prices, interest rates, indices, or...

An Asian option in which the average underlying price is computed over a subinterval of the trading period, rather than…

A series representation that is used for generating the model procedure: the so-called variance gamma process in pricing average rate…

An arithmetic Asian option in which the payoff is determined with respect to the arithmetic average price of the underlying...

An arithmetic Asian option in which the payoff is determined with respect to the arithmetic average price of the underlying...

A special type of Asian options (average price options) in which the payoff is determined with respect to the arithmetic...

A variant of an average rate option (Asian option) whose payoff is linked to the trend of its underlying, instead…

An Asian option in which the average of underlying prices, interest rates, indices, etc, is calculated on all the time…