asian binary options

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

  1. billygruz


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


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


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