Equation: Asymmetric Power Option

Asymmetric Power Option

created by:

Thijs van den Berg (http://www.sitmo.com)

The asymmetric power option has a payoff which is depended of the underling price at expiration to a certain power.

	Value of the vanilla call option at expiration
	Value of the vanilla put option at expiration
	Value of the underlying asset at expiration
	Value of the underlying asset at expiration to the power of p
K	Strike (excercise) price
T	Expiration date

Related Equations
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Asian option (floating strike) »
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Binary (digital) asset-or-nothing option »
Binary (digital) cash-or-nothing option »
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Chooser option, complex »
Chooser option, simple »
Double Barrier option »
Double Binary (digital) cash-or-nothing option »
Dual Strike option »
Exchange option »
Extendible option, holder »
Extendible option, writer »
Forward start option »
General Power Option »
Lookback option, fixed strike »
Lookback option, floating strike »
Option on a Option (compound) »
Parabola Option »
Power option »
Product option »
Quanto option »
Quotient option »
Rainbow option »
Range option »
Spread option »
Symmetric Power Option »
Two asset correlation option »
Vanilla option »
Main Equations Index »

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