It stands for average rate option; an option in which the exercise price is equal to the average of the...
An option that results from the combination of an Asian option with a quanto option. The payoff, which is quoted...
It stands for geometric average rate option; an Asian option whose payoff depends on the geometric average price of its...
An Asian option whose payoff depends on the geometric average price of its underlying asset. For example, the payoff of...
An option in which the exercise price is equal to the average of the underlying asset’s price during the life...
An option in which the exercise price is equal to the average of the asset’s price over the life of...
An option that combines an Asian option with an American option. Effectively, the combination produces an Asian option which allows...
A combination of an Asian option with a forward start option. This option becomes active at a future date from...
An option (Asian option) whose payoff depends on the average price of the underlying asset during the life of the...
An interest rate cap (i.e., a contract on a maximum interest rate) whereby the seller pays the buyer, at periodic...