$dS=μSdt+σSdB$
$P(S,T)=[(1/n)∑S(t\{i\})-K]⁺$
is the asian option payoff. Which is also clearly pathwise continuous. How can i mathematically show that it is continuous?
$dS=μSdt+σSdB$
$P(S,T)=[(1/n)∑S(t\{i\})-K]⁺$
is the asian option payoff. Which is also clearly pathwise continuous. How can i mathematically show that it is continuous?