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Homeen-gbWhat is the volatility of an Asian option?An adjustment for the volatility smile in Asian options is proposed https://www.risk.net/cutting-edge/banking/7823841/what-is-the-volatility-of-an-asian-option
https://www.risk.net/cutting-edge/banking/7823841/what-is-the-volatility-of-an-asian-optionTue, 20 Apr 2021 04:30:00 +0100