Thank you so much! Amazing explanation! really effective.
@scottcraig88452 жыл бұрын
Hi, if N(d2) of a tradition Black-Scholes is the probability of the option exercising at expiration [S(final)> K], is the N(d2) of an Asian option the probability the stock price exceeds the strike at any point over the term? I noticed N(d2) is generally higher in the Asian model.
@aliasgherjan4 жыл бұрын
Thanks for the explanation. Is it possible to create a binomial tree model for lookback option?
@poppyblop4844 жыл бұрын
When would we user average strike option over average price option?
@adminaccount40082 жыл бұрын
Can you list any brokers who offer trading of exotics like the asian option? I haven't been able to find any who list these vehicles. Thanks.
@thefuckingpearl2 жыл бұрын
They mainly trade in otc markets not on exchanges.