Kemna Vorst Model
Price and sensitivity for European geometric Asian options
using Kemna Vorst model
Price and analyze Asian option instruments using a 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 |
Topics
- Pricing Asian Options
This example shows how to price a European Asian option using six methods in the Financial Instruments Toolbox™.
- Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.