Kirk Model
Price and sensitivity for European spread options
using Kirk pricing model
Functions
spreadbykirk | Price European spread options using Kirk pricing model |
spreadsensbykirk | Calculate European spread option prices or sensitivities using Kirk pricing model |
Examples and How To
Pricing European and American Spread Options
This example shows how to price and calculate sensitivities for European and American spread options using various techniques.
Concepts
Equity derivative instruments supported by Financial Instruments Toolbox™.
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