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 Derivatives

Equity derivative instruments supported by Financial Instruments Toolbox™.