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
- Pricing Asian Options
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™.