Asian Option Pricing via Monte Carlo - Quant Researcher Interview Question

Problem Description

Asian options are path-dependent derivatives where the payoff relies on the average price of the underlying asset over a specific period, significantly reducing volatility compared to standard European options. Monte Carlo simulation provides a robust numerical method for pricing these instruments by modeling the underlying asset's evolution using Geometric Brownian Motion (GBM). This approach allows for the estimation of the expected discounted payoff through the generation of numerous potentia