Timeline for What are some liquid Asian options markets?
Current License: CC BY-SA 4.0
10 events
| when toggle format | what | by | license | comment | |
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| May 10, 2021 at 20:02 | answer | added | kurtosis | timeline score: 2 | |
| May 10, 2021 at 14:29 | history | edited | Richard Hardy | CC BY-SA 4.0 |
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| Apr 7, 2021 at 15:29 | comment | added | Richard Hardy | quant.stackexchange.com/questions/17215/… | |
| Mar 29, 2021 at 15:08 | comment | added | Richard Hardy | @wecandothis, I mean market prices, not theoretical prices. | |
| Mar 29, 2021 at 14:28 | answer | added | piterbarg | timeline score: 4 | |
| Mar 29, 2021 at 14:24 | comment | added | simsalabim | @RichardHardy you mean theoretical pricing of the Asian options? | |
| Mar 29, 2021 at 13:30 | comment | added | Daneel Olivaw | I believe freight derivatives also tend to have Asian features due to many contracts depending on averages, see for example this article. However, I am not familiar with data sources. | |
| Mar 29, 2021 at 13:12 | comment | added | Richard Hardy | @wecandothis, yes, I can construct the payoff from futures, but I cannot construct the actual options' prices which I need. Which commodities markets do you have in mind? | |
| Mar 29, 2021 at 13:04 | comment | added | simsalabim | They love Asian options in the commodities markets! Furthermore; you can construct the pay off of asian options and backtest your strat on oil futures and such. There wouldn't be much public data regarding asian options because it's mainly traded OTC and oil firms hire traders to hedge their position. | |
| Mar 29, 2021 at 12:45 | history | asked | Richard Hardy | CC BY-SA 4.0 |