Asian options (Monte-Carlo)

Monte-Carlo pricing for fixed- and floating-strike Asian options, including in-the-money statistics.

Option Type: Fixed Strike Floating Strike

Call Price: Spot Price:

Put Price: Strike Price:

Total Time (seconds): Volatility (%):

Max Spot Average: Risk Free Rate (%):

Min Spot Average: Days Until Expiration:

ITM Call Rate (%): Simulations (10,000 Max):

ITM Put Rate (%): Steps (20 Max):

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