Asian call on the geometric average of n_avg observations (exact closed form; approximates the arithmetic Asian) · a deepcalc original · no excel equivalent · no sheets equivalent

signature

ASIAN.CALL(S, K, T, r, sigma, n_avg)

returns: number

argument	required
S	required
K	required
T	required
r	required
sigma	required
n_avg	required

examples

formula and result, taken from the engine's own test suite — every result below is asserted in CI, not written by hand.

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