Glover, Kristoffer; Peskir, Goran; Samee, Farman - Finance Discipline Group, Business School - 2009
Following the economic rationale of [7] and [8] we present a new class of Asian options where the holder enjoys the … rationale of [7] and [8] we present a new class of
Asian options where the holder enjoys the early exercise feature of American … context of Asian options. There are various types of Asian options that
may be considered to this end: (i) calls and puts; (ii …