Determine the price of an average price asian call option

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Determine the price of an average price Asian call option. Use an exercise price of 95. Count the current price in determining the average. Comment on whether you would expect a standard European call to have a lower or higher price.

Reference no: EM13925732

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Determine the price of an average price asian call option : Determine the price of an average price Asian call option. Use an exercise price of 95. Count the current price in determining the average.

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