aluminium asian digital options anjam use moment matching find effective volatility dividend yield average apply european digital option formula attached please find c code asian spread option find effective vol drift averages find option value calling european spread option asian digital option would nice monte carlo checking accuracy approximation nice impressed work done keep good work zimin enron capital trade resources corp europe anjam ahmad 07 27 2000 10 14 zimin lu hou ect ect cc subject aluminium asian digital options hi zimin russell placket mg metals talked issue pricing strip twelve monthly asian digital options lme aluminium understand payoff customer fixed cash amount wil paid average closing prices aluminium month greater strike agreed advance holiday days contribute average russell mentioned would set 12 monthly options starting jan 01 lme price jan 01 1572 5 future converging spot price 3 rd wednesday jan 01 used proxy estimate average month model asian digitals proceed monte carlo price maybe using european digital option model control variate thanks anjam x 35383