Asian Option pricing payoff inequality [on hold]
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I'm trying to prove this inequality: $(exp(frac{1}{n} sum_{i=1}^n log(S_{t_i})) -K)^+ le ((frac{1}{n} sum_{i=1}^n S_{t_i}) -K)^+ $ I can observe the inequality when I use fixed numbers, but I would like to establish it for any set of positive numbers.
derivatives finance
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asked Dec 26 at 13:56
user608881
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put on hold as off-topic by RRL, metamorphy, José Carlos Santos, Davide Giraudo, Leucippus Dec 27 at 0:07
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