- customized Asian floating strike Put option in a 2-period binomial tree pays out So+ S S2 max 0, 2 where Si is the stock price at the end of the i-th period. If So 40, r = 0.045, o 0.15,6= 0 (all are yearly) and each period is 2 months long, use replicating portfolio to find the no-arbitrage price of this Asian option todny. Asan Mnt Co - customized Asian floating strike Put option in a 2-period binomial tree pays out So+ S S2 max 0, 2 where Si is the stock price at the end of the i-th period. If So 40, r = 0.045, o 0.15,6= 0 (all are yearly) and each period is 2 months long, use replicating portfolio to find the no-arbitrage price of this Asian option todny. Asan Mnt Co