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asian option

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Financial Dictionary

Asian Option

An option whose payoff depends on the average price of the underlying asset over a certain period of time as opposed to at maturity. Also known as an average option.

Investopedia Commentary

This type of option contract is attractive because it tends to cost less than regular American options.

An Asian option can protect an investor from the volatility risk that comes with the market.

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See also: American Option, Average Price Call, Average Price Put, Bermuda Option, European Option, Exotic Option, Maturity, Option, Underlying, Volatility

Also spelled: AsianOption

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Financial Dictionary

Asian option

An option with a payoff that depends on the average price of the underlying asset during a period of time during the life of the option.

Wall Street Words: An A to Z Guide to Investment Terms by David L. Scott.
Copyright © 2003. Published by Houghton Mifflin.
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