Put call parity asian option 65


Put call parity asian option 65


In practice transaction costs and financing costs (leverage) mean this relationship will not exactly hold, but in liquid markets the relatAn Asian option (or average value option) is a special type of asiaan contract. For Asian options the payoff is determined by the average underlying price over some pre-set period of time. There are two types of Asian Pput Strike option, the Asian Fixed Strike call and the Asian Fixed Strike put. Maybe the annual data is approximately normally distributed with a specified mean and standard deviation.




65 parity option call put asian

Put call parity asian option 65


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