Kawee Numpacharoen, MathWorks
You can price Asian options using MATLAB®, Financial Instruments Toolbox™, and Curve Fitting Toolbox™. You can also speed up the option pricing process by partially calculating option prices and using curve fit functions to fill in the missing values. If you prefer to use a direct calculation based on Monte Carlo simulation, you can speed up the process by using Parallel Computing Toolbox™.
In short, you will see how flexible MATLAB is as an option pricing platform, and that there are variety of ways to use mathematical techniques or parallel computing to speed up computation of Asian options.
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .Select web site
You can also select a web site from the following list:
Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.