---
title: Asian Option Pricing
url: https://www.ml-quant.com/papers/ssrn/4838123/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4838123
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4838123
featured: 2024-05-28
citations: unknown
topic: Derivatives & Volatility
---


# Asian Option Pricing

The article proposes a model incorporating mean reversion, stochastic volatility, convenience yield, and jump clustering features of commodity markets, offering a method to price geometric and arithmetic Asian options.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4838123
- Identifier: SSRN 4838123
- Released: 2022-11-18
- First featured: Quant Letter No. 51 (2024-05-28): https://www.ml-quant.com/issues/2024-05-28/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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