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Floating-Strike Asian Option

An option (Asian option) whose payoff depends on the average price of the underlying asset during the life of the option. In other words, floating-strike Asian options do not have a fixed strike, but instead the strike is determined by the value of the underlying at maturity. The option’s payoff is the positive difference between the final underlying price and the average underlying price.

The floating-strike Asian option is alternatively known as average strike option.


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