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.
Thank you so much! Amazing explanation! really effective.
Thanks for the explanation. Is it possible to create a binomial tree model for lookback option?
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.
When would we user average strike option over average price option?
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.
They mainly trade in otc markets not on exchanges.
the file isn't there, it is showing deleted
I am talking about the excel workbook