Published December 23, 2022 | Version v1
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Average Rate (Asian) Option Valuation

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The payoff of an Asian option depends on the average of the underling stock price over certain time interval. Since no general analytical solutions for the price of the Asian option is known, a variety of techniques have been proposed to analyze the arithmetic average Asian options.

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https://ia601405.us.archive.org/35/items/dailyDigital/dailyDigital.pdf

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