Re: Kooql

Posted by Marcin Pawlik on Aug 09, 2010; 3:50pm
URL: http://quantlib.414.s1.nabble.com/Kooql-tp7085p7091.html

2010/8/9 Kakhkhor Abdijalilov <[hidden email]>:

> Could it be because Asian payoff becomes less
> volatile as the number of averaging dates increases?

Correct me if I'm wrong but an asian payoff DOES become less volatile
as the number of averaging dates increases.
M.

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