Soluciones Holísticas para InterNet
EQUITY AND FX DERIVATIVES
ASIAN OPTION
Arithmetic Average Rate Option
Turnbull and Wakeman (1991)
STOCK OF FUTURE

Spot price

 Call (Stock)
0.0

Average price

 Put (Stock)
0.0

Strike price

Original time to maturity

Remaining time to maturity

Time to start of average period

Risk-free rate

Volatility

Dividend Yield