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asian option opzioni di indicizzazione windows 7 price calculator
Pricing Asian Options Using Maple - Maple Programming Help
An Asian option is an option type where the payoff depends on the average price of the underlying asset over a certain period of time as opposed to standard options American and European where the payoff depends on the price of the underlying asset at a specific point in time maturity. These options allow the buyer to purchase or sell the underlying asset at the average price instead of the spot price. Asian options have relatively low volatility due to the averaging mechanism. They are used by traders who are exposed to the underlying asset over some time, such as consumers and suppliers of commodities , etc.
An Asian option or average option is a special type of option contract where the payoff depends on the average price of the underlying asset over a certain period of time. The payoff is different from the case of a European option or American option, where the payoff of the option contract depends on the price of the underlying stcok at exercise date. Asian options allow the buyer to purchase or sell the underlying asset at the average price instead of the spot price. Asian options are commonly seen options over the OTC markets.
Pricing Asian Options Using Maple. Solution using PDE. Monte Carlo Simulation. This example demonstrates the use of Maple for computing the price of an Asian option, a derivative security that has gained popularity in financial markets in recent years.