Turnbull-Wakeman Model
Price and sensitivity for European continuous arithmetic Asian
options using Turnbull-Wakeman model
Price and analyze Asian option instruments using a Turnbull-Wakeman model.
Functions
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 |
Topics
- 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™.