A comparison of the calculated prices show that Asian options are less sensitive to volatility changes, since averaging reduces the volatility of the value of the underlying asset. Average price options are less expensive than regular options and are arguably more appropriate than regular options for meeting some of the needs of corporate treasurers. In the path integral approach to option pricing the problem for geometric average can be solved via the Effective Classical potential  of Feynman and Kleinert. Comparison of Vanilla and Asian Delta: Back To Product List.
Asian Equity Option Introduction.
The geometric Asian delta is lower than the arithmetic Asian delta. All these methods involve some tradeoffs between numerical accuracy and computational efficiency. Asian Option Example For an Asian call option using arithmetic averaging and a day period for sampling the data. Asian Equity Option Introduction. MathWorks does not warrant, and disclaims all liability for, the accuracy, suitability, or fitness for purpose of the translation.