Asian option pricing model

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A Computational Technique for Asian Option Pricing Model

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Pricing Asian Options - MATLAB & Simulink Example

In the present work, the European style fixed strike Asian call option with arithmetic and continuous averaging is numerically evaluated where the volatility, the risk free interest rate and the dividend yield are functions of the time. A finite difference scheme consisting of second order HODIE scheme for spatial discretization and two-step backward differentiation formula for temporal discretization is applied. The scheme is proved to be second order accurate in space and time both. The numerical results are in accordance with analytical results. The first author would like to thank National Board for Higher Mathematics, India for financial support. Skip to main content.
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Pricing Asian Options

Documentation Help Center Documentation. All these methods involve some tradeoffs between numerical accuracy and computational efficiency. This example also demonstrates how variations in spot prices, volatility, and strike prices affect option prices on European Vanilla and Asian options. Asian options are securities with payoffs that depend on the average value of an underlying asset over a specific period of time.
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An Asian option or average value option is a special type of option contract. For Asian options the payoff is determined by the average underlying price over some pre-set period of time. This is different from the case of the usual European option and American option , where the payoff of the option contract depends on the price of the underlying instrument at exercise; Asian options are thus one of the basic forms of exotic options. There are two types of Asian options: fixed strike, where averaging price is used in place of underlying price; and fixed price, where averaging price is used in place of strike. One advantage of Asian options is that these reduce the risk of market manipulation of the underlying instrument at maturity.
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