Kemna Vorst Model

Price and sensitivity for European geometric Asian options using Kemna Vorst model

Price and analyze Asian option instruments using a Kemna Vorst model.

Functions

`asianbykv`	Prices European geometric Asian options using Kemna-Vorst model
`asiansensbykv`	Calculate prices or sensitivities of European geometric Asian options using Kemna-Vorst model

Pricing Asian Options
This example shows how to price a European Asian option using six methods in the Financial Instruments Toolbox™.
Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.