# Asian option sensitivity

I am looking for some materials for profiling all options sensitivities for Asian options with both geometric averaging and arithmetic averaging . The underlying price $$S_t$$ follows a standard GBM.

Is there any place to look into?

• For what model? How would you price the option? You can always approximate the Greeks by a finite difference once you know the price. You can then generate plots comparing how the Greeks change for varying parameters – Alex 2 days ago
• @Alex Under standard GBM. I have added this information in original post. – Bogaso 2 days ago
• How do you price such an Asian option? Monte Carlo? Finite difference? Tree? Fourier method? Closed form (for geometric averaging)? – Alex 2 days ago
• For GM, I think a closed form solution is available. However for AM, I would use MC. My question if profiling of Greeks are available for such options? – Bogaso 2 days ago
• What do you mean with profiling of Greeks? – Alex 2 days ago