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by gyuan1
October 27th, 2002, 9:31 pm
Forum: Student Forum
Topic: Geometric Asian put with dividend
Replies: 6
Views: 190209

Geometric Asian put with dividend

Jungle: do you have a few lines of VBA codes for the american type asian option. Thansk from XYZ
by gyuan1
October 27th, 2002, 8:43 pm
Forum: Technical Forum
Topic: vega of Asian Option
Replies: 12
Views: 192610

vega of Asian Option

Thanks Aligama for your message. Do you have a few lines VBA or C++ codes to price American type Asian options and their greeks?Thanks from George. Here is my e-mail address: george_yuan99@yahoo.com
by gyuan1
October 27th, 2002, 8:06 pm
Forum: Programming and Software Forum
Topic: American asian option
Replies: 1
Views: 189942

American asian option

<t>Hi, all:Right now I try to play the American type asian option with arimetric average from daily market price observed (not the average for the strike price, and which allows the holder of the option to exercise any time before the maturity, i.e., american type), does any one likes to discuss it ...