GARCH-DE and P-Martingale Simulation for Asian Option Pricing

[Wirawan]

Hi! I want to do a case study for GARCH-DE model to get an Asian-type Option pricing. But i can't find where is that kind of option being trade. Do you know where i can find that? With a price of options actually. Thanks for your help

 

[mhy]

You won't find much data on Asian options, because they are traded OTC.

 

[Wirawan]

So, what kind of options that has much data?

 

[diegosanaz]

American style