An option whose payoff depends on the average value of an underlier over a specified period.
Related information about average option:
- What is average option? definition and meaning
Definition of average option: An option whose payoff depends on the average value of an underlier over a specified period.
- Asian Option
An Asian option (also called an average option) is an option whose payoff is linked to the average value of the underlier on a specific set of dates during the life ...
- Option style - Wikipedia, the free encyclopedia
An Asian option (or Average option) is an option where the payoff is not determined by the underlying price at maturity but by the average underlying price over ...
- What Is an Average Option?
An average option is also known as an Asian option, and comes in two basic forms. The first is an average rate option and the second is an average strike option ...
- SuperDerivatives - Glossary - Double average option
A double average option is a combination of an average rate and an average strike option. That is, its payout is calculated on the expiry date by comparing its ...
- Average Option Pricing in Volatile Market by Angelo Joseph, Jan ...
Sep 18, 2011 ... Financial markets exhibit high levels of volatility. Volatile markets are usually associated with high risks and uncertain investment returns.
- average option - DerivActiv.com - Financial Term Glossary
AVERAGE OPTION. A plain vanilla option pays out the difference between its predetermined strike price and the spot rate (or price) of the underlying at the time ...
- What is Asian option? definition and meaning
These option names, however, refer only to the types of options and not to any geographical area. Also called Asian style option, average option, average price ...