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elf_fu elf_fu
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7 years ago
What is the payoff on a 75 strike Asian option given it is a geometric average price call? The recent prices are 72, 76, 74, 78, and 78.
A) 0.46
B) 0.56
C) 0.66
D) 0.76
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Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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#1
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7 years ago
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elf_fu Author
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#2
7 years ago
Thank you phuongha2892
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