Asian style option

Asian style option
An option which is exercised at the average underlying price over a period. Dresdner Kleinwort Wasserstein financial glossary

Financial and business terms. 2012.

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  • American-style option — An option contract that can be exercised at any time between the date of purchase and the expiration date. Most exchange traded options are American style. The New York Times Financial Glossary American option or American style option An option… …   Financial and business terms

  • European-style option — An option contract that can only be exercised on the expiration date. The New York Times Financial Glossary An option that the holder can exercise only on the expiration date. See American option, Bermuda option and Asian option. American Banker… …   Financial and business terms

  • Option style — In finance, the style or family of an option is a general term denoting the class into which the option falls, usually defined by the dates on which the option may be exercised. The vast majority of options are either European or American (style) …   Wikipedia

  • option — an agreement, often for a consideration, which permits the purchase or sale of something within a stipulated time, in accordance with the terms of the agreement. For example, a right by a tenant to take up a further lease of premises, usually… …   Financial and business terms

  • Option — Gives the buyer the right, but not the obligation, to buy or sell an asset at a set price on or before a given date. Investors, not companies, issue options. Investors who purchase call options bet the stock will be worth more than the price set… …   Financial and business terms

  • Option (finance) — Stock option redirects here. For the employee incentive, see Employee stock option. Financial markets Public market Exchange Securities Bond market Fixed income …   Wikipedia

  • European option — Option that may be exercised only at the expiration date. Related: american option. The New York Times Financial Glossary An option that the holder can exercise only on the expiration date. See American option, Bermuda option and Asian option.… …   Financial and business terms

  • American option — An option that may be exercised at any time up to and including the expiration date. Related: European option American option or American style option An option that the holder can exercise any time prior to and including the expiration date. See …   Financial and business terms

  • Monte Carlo methods for option pricing — In mathematical finance, a Monte Carlo option model uses Monte Carlo methods to calculate the value of an option with multiple sources of uncertainty or with complicated features. [1] The term Monte Carlo method was coined by Stanislaw Ulam in… …   Wikipedia

  • Monte Carlo option model — In mathematical finance, a Monte Carlo option model uses Monte Carlo methods to calculate the value of an option with multiple sources of uncertainty or with complicated features. The term Monte Carlo method was coined by Stanislaw Ulam in the… …   Wikipedia

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