Nengjiu Ju Model
Price European basket options using approximation model for option pricing
|Price European basket options using Nengjiu Ju approximation model|
|Determine European basket options price or sensitivities using Nengjiu Ju approximation model|
|Specify basket stock structure using Longstaff-Schwartz model|
- Equity Derivatives Using Closed-Form Solutions
Financial Instruments Toolbox™ supports four types of closed-form solutions and analytical approximations to calculate price and sensitivities.
- Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.