Asian Option - Pricing using Monte Carlo Control Variate Method
Version 1.0.0.0 (9.48 KB) by
Sudhanshu Chadha
Price asian option using Monte carlo control Variate
4.2K Downloads
Updated
4 Jun 2008
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An example to price an Arithmetic Average fixed strike Call option in the Black-Scholes framework using Monte Carlo Control Variate
Cite As
Sudhanshu Chadha (2026). Asian Option - Pricing using Monte Carlo Control Variate Method (https://www.mathworks.com/matlabcentral/fileexchange/20145-asian-option-pricing-using-monte-carlo-control-variate-method), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R14
Compatible with any release
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- Computational Finance > Financial Toolbox > Price and Analyze Financial Instruments >
- Computational Finance > Financial Instruments Toolbox > Price Instruments Using Functions > Equity Derivatives >
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| Version | Published | Release Notes | |
|---|---|---|---|
| 1.0.0.0 | Enhancements - Update Documentation and minor Bug fixes |
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