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The code is developed to calculate the Price of Asian Arithmetic Option, design the paths (since Monte Carlo method has been used), compute the delta of the option (using pathwise method), determine computational time.
Cite As
Anna Borisova (2026). Asian Arithmetic Option Delta (https://www.mathworks.com/matlabcentral/fileexchange/50614-asian-arithmetic-option-delta), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (5.02 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
