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mzm21

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Everything posted by mzm21

  1. mzm21

    Asian-in Asian-out

    I am trying to find out what is an 'option on a basket of equities Asian-in Asian-out'? I understand basket options and Asian options, but I am unfamiliar with the term Asian-in Asian-out. Anyone care to explain? Could this relate to combining knockout/knockin options with Asian options? Thanks!
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