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Conze-Viswanathan and Goldman-Sosin-Gatto Models
Price and sensitivity for European lookback options using the
Conze-Viswanathan and Goldman-Sosin-Gatto models
Price and analyze lookback option instruments using Conze-Viswanathan and Goldman-Sosin-Gatto models.
Functions
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 |
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™.
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