Levy Model
Price and sensitivity for European arithmetic Asian
options using the Levy model
Functions
asianbylevy | Price of European arithmetic Asian options using Levy model |
asiansensbylevy | Calculate prices or sensitivities of European arithmetic Asian options using Levy model |
Examples and How To
This example shows how to price a European Asian option using six methods in the Financial Instruments Toolbox™.
Concepts
Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.
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