asianbylevy
Price of European arithmetic Asian options using Levy model
Description
returns European arithmetic average pricing for Asian options using the Levy model.Price
= asianbylevy(RateSpec
,StockSpec
,OptSpec
,Strike
,Settle
,ExerciseDates
)
Note
Alternatively, you can use the Asian
object to price Asian
options. For more information, see Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments.
Examples
Input Arguments
Output Arguments
More About
Version History
Introduced in R2013bSee Also
asiansensbylevy
| asianbycrr
| intenvset
| stockspec
| asianbyls
| asianbykv
| Asian