Asian option valuation

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Pricing Asian Options

In general the Asian approximation formula works very well for valuing Asian than the Asian option settlement price when the underlying asset price has a.

Pricing Asian Options - MATLAB & Simulink Example

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Description:Average price options have a fixed strike value and the average used is the asset price. Increase NumTrials and analyze the results. Let us compare the price of Asian options against their Vanilla counterpart. The output and execution time of the Monte Carlo simulation depends on the number of paths NumTrials and the number of time periods per path NumPeriods. The lattice pricing function asianbycrr takes an interest-rate tree CRRTree and stock structure as inputs. MathWorks does not warrant, and disclaims all liability for, the accuracy, suitability, or fitness for purpose of the translation.

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