Arithmetic Asian Options: Exact, Levy, and Curran Approximations

Arithmetic Asian Options: Exact, Levy, and Curran Approximations: a task in skilltrainbench-public: skilltrainbench training tasks (Harbor dataset). You are given daily OHLCV data for SPY in /app/spy daily.csv . Your task is to calibrate a geometric Brownian motion (GBM) model to the historical…