Count the current price in determining the average

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Reference no: EM131325463

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: EM131325463

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Count the current price in determining the average : 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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