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verified publisher icon saulwiggin

Asian Option with geometric averaging (fixed and floating strike)

Open chukae opened this issue 7 years ago • 0 comments

Hi Saul,

I'm looking to extend your code for a course assignment that I'm doing. Want to know if you can point me to any python code implementing Asian options for fixed strike and floating strike with geometric averaging.

I'll really appreciate any help.

Thank you.

chukae avatar May 12 '18 22:05 chukae