问题如下：
Why are average price Asian options easier to hedge than plain vanilla options?
解释：
An average price Asian option depends on the average asset price during the life of the option. As the end of the option's life approaches, the average becomes increasingly more certain so that there is very little risk to be hedged. The same is not true of a plain vanilla option.
老师你好，可以讲解一下亚氏期权的特性和对冲的关联吗？答案的解释不是很明白，谢谢
