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101071027

AsianHalton

CompAsianHalton

Asian option
max{S(T)-A,0}
A =

CompAsianOption

Lookback option
(lookback option)
(lookba
ck period)

(most favorable option)



(T)

CT Max(0, ST SMin)
PT Max(0, Smax ST )

CT Max(0, ST
SMin)

ComplookbackHa
lton

Lookback option put


PT Max(0, Smax ST )

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