Professional Documents
Culture Documents
0518
0518
AsianHalton
CompAsianHalton
Asian option
max{S(T)-A,0}
A =
CompAsianOption
Lookback option
(lookback option)
(lookba
ck period)
CT Max(0, ST SMin)
PT Max(0, Smax ST )
CT Max(0, ST
SMin)
ComplookbackHa
lton