lookbackbycvgsg | Calculate prices of European lookback options using Conze-Viswanathan and Goldman-Sosin-Gatto models |
lookbacksensbycvgsg | Calculate prices or sensitivities of European lookback options using Conze-Viswanathan and Goldman-Sosin-Gatto models |
This example shows how to price a European Asian option using six methods in the Financial Instruments Toolbox™.
Equity derivative instruments supported by Financial Instruments Toolbox™.