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Calculate price and sensitivities for European or American Asian options using Monte Carlo simulations

`PriceSens = asiansensbyls(RateSpec,StockSpec,OptSpec,StrikeSettle,ExerciseDates)`

`PriceSens = asiansensbyls(___,Name,Value)`

```
[PriceSens,Path,Times,Z]
= asiansensbyls(RateSpec,StockSpec,OptSpec,StrikeSettle,ExerciseDates)
```

```
[PriceSens,Path,Times,Z]
= asiansensbyls(___,Name,Value)
```

returns Asian option prices or sensitivities for fixed- and floating-strike Asian
options using the Longstaff-Schwartz model. `PriceSens`

= asiansensbyls(`RateSpec`

,`StockSpec`

,`OptSpec`

,`Strike`

`Settle`

,`ExerciseDates`

)`asiansensbyls`

supports
European and American Asian options.

For American options, the Longstaff-Schwartz least squares method is used to calculate the early exercise premium.

To compute the value of a floating-strike Asian option, `Strike`

should be specified as `NaN`

. Fixed-strike Asian options are also known
as average price options and floating-strike Asian options are also known as average
strike options.

returns Asian option prices or sensitivities for fixed- and floating-strike Asian
options using optional name-value pair arguments and the Longstaff-Schwartz model. `PriceSens`

= asiansensbyls(___,`Name,Value`

)

`[`

returns Asian option prices or sensitivities (`PriceSens`

,`Path`

,`Times`

,`Z`

]
= asiansensbyls(___,`Name,Value`

)`PriceSens`

,
`Path`

, `Times`

, and `Z`

) for
fixed- and floating-strike Asian options using optional name-value pair arguments and
the Longstaff-Schwartz model.