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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.

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An Asian option (or average value option) is a special type of option contract. For Asian options . Variance Gamma model can be efficiently implemented when pricing Asian style options. Then using the Bondesson series representation for.

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Description:Allows the buyer to "swing" the price of the underlying asset. These options are cash settled, meaning that the payout which has been calculated is paid in cash to the contract holder on expiration. Generally, average value options are structured with a European expiration, meaning that they may only be exercised at expiration; however, early exercise stipulation may sometimes be arranged. As an example, consider regular consumers of crude oil whose supply price is not fixed, but is set weekly from a particular benchmark. Options traders win because they are successful.

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