Determine European basket options price or sensitivities using Nengjiu Ju approximation model
specifies options using one or more name-value pair arguments in
addition to the input arguments in the previous syntax.PriceSens
= basketsensbyju(___,Name,Value
)
[1] Nengjiu Ju. “Pricing Asian and Basket Options Via Taylor Expansion.” Journal of Computational Finance. Vol. 5, 2002.