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Asiatic Option

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

Arithmetic Asian Put Option

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

Arithmetic Asian Call Option

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

Arithmetic Asian Option

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

Average Price Option

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

Fixed Strike Asian Option

An option (Asian option) whose payoff depends on the average price of the underlying asset during at least some part...

Multiperiod Option

An option structure in which the payout depends on the value of the underlying on several points in time (e.g.,...

Multi-Period Option

An option structure in which the payout depends on the value of the underlying on several points in time (e.g.,...