asian binary options

Discussion in 'Options' started by billygruz, Jun 8, 2007.

  1. billygruz

    billygruz

    Does anyone have code for the pricing of asian-digital options?
     
  2. rosy2

    rosy2

    why would you need the binary part? an asian pricer would take care of it all
     
  3. billygruz

    billygruz

    So the fact that the payout is binary does not change the way it is priced?