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Haug, Haug, Margrabe Model

Price and sensitivity for European discrete arithmetic fixed Asian options using Huag, Haug, Magrabe model

Functions

asianbyhhmPrice European discrete arithmetic fixed Asian options using Haug, Haug, Margrabe model
asiansensbyhhmCalculate price and sensitivities of European discrete arithmetic fixed Asian options using Haug, Haug, Margrabe model

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™.

Concepts

Supported Equity Derivatives

Equity derivative instruments supported by Financial Instruments Toolbox™.