Kemna Vorst Model
Price and sensitivity for European geometric Asian
options using 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 |
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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