Conze-Viswanathan and Goldman-Sosin-Gatto Models
Price and sensitivity for European lookback options using the Conze-Viswanathan and Goldman-Sosin-Gatto models
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™.
- Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.