asianbytw | Price European arithmetic fixed Asian options using Turnbull-Wakeman model |
asiansensbytw | Calculate price and sensitivities of European fixed arithmetic Asian options using Turnbull-Wakeman model |
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™.