Nengjiu Ju Model
Price European basket options using approximation
model for option pricing
Functions
basketbyju | Price European basket options using Nengjiu Ju approximation model |
basketsensbyju | Determine European basket options price or sensitivities using Nengjiu Ju approximation model |
basketstockspec | Specify basket stock structure using Longstaff-Schwartz model |
Examples and How To
Equity Derivatives Using Closed-Form Solutions
Financial Instruments Toolbox™ supports four types of closed-form solutions and analytical approximations to calculate price and sensitivities.
Concepts
Equity derivative instruments supported by Financial Instruments Toolbox™.
Select a Web Site
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
Select web siteYou can also select a web site from the following list:
Americas
- América Latina (Español)
- Canada (English)
- United States (English)
Europe
- Belgium (English)
- Denmark (English)
- Deutschland (Deutsch)
- España (Español)
- Finland (English)
- France (Français)
- Ireland (English)
- Italia (Italiano)
- Luxembourg (English)
- Netherlands (English)
- Norway (English)
- Österreich (Deutsch)
- Portugal (English)
- Sweden (English)
- Switzerland
- United Kingdom (English)
