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Price European or American Asian options using Monte Carlo simulations

`Price = asianbyls(RateSpec,StockSpec,OptSpec,Strike,Settle,ExerciseDates)`

`Price = asianbyls(___,Name,Value)`

```
[Price,Paths,Times,Z]
= asianbyls(RateSpec,StockSpec,OptSpec,Strike,Settle,ExerciseDates)
```

```
[Price,Paths,Times,Z]
= asianbyls(___,Name,Value)
```

returns fixed- and floating-strike Asian option prices using the Longstaff-Schwartz
model. `Price`

= asianbyls(`RateSpec`

,`StockSpec`

,`OptSpec`

,`Strike`

,`Settle`

,`ExerciseDates`

)`asianbyls`

computes prices of European and American Asian
options.

For American options, the Longstaff-Schwartz least squares method is used to calculate the early exercise premium.

To compute the value of a floating-strike Asian option, `Strike`

should be specified as `NaN`

. Fixed-strike Asian options are also known
as average price options and floating-strike Asian options are also known as average
strike options.

adds
optional name-value pair arguments. `Price`

= asianbyls(___,`Name,Value`

)

`[`

adds
optional name-value pair arguments. `Price`

,`Paths`

,`Times`

,`Z`

]
= asianbyls(___,`Name,Value`

)

`asianbycrr`

| `asianbykv`

| `asianbylevy`

| `asiansensbyls`

| `intenvset`

| `stockspec`

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