Haug, Haug, Margrabe Model
Price and sensitivity for European discrete arithmetic fixed
Asian options using Huag, Haug, Magrabe model
Price and analyze Asian option instruments using a Haug, Haug, Margrabe model.
Functions
asianbyhhm | Price European discrete arithmetic fixed Asian options using Haug, Haug, Margrabe model |
asiansensbyhhm | Calculate price and sensitivities of European discrete arithmetic fixed Asian options using Haug, Haug, Margrabe model |
Topics
- Pricing Asian Options
This example shows how to price a European Asian option using six methods in the Financial Instruments Toolbox™.
- Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.