Price and sensitivity for European arithmetic Asian
options using the Levy model
| Price of European arithmetic Asian options using Levy
| Calculate prices or sensitivities of European arithmetic
Asian options using Levy model |
Examples and How To
Pricing Asian Options
This example shows how to price a European Asian option using four methods in the Financial Instruments Toolbox™.
An Asian option is a path-dependent option with a
payoff linked to the average value of the underlying asset during
the life of the option.
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