Nengjiu Ju Model

Price European basket options using approximation model for option pricing

Price and analyze basket options instruments using a Nengjiu Ju model.

Functions

`basketbyju`	Price European basket options using Nengjiu Ju approximation model
`basketsensbyju`	Determine European basket options price or sensitivities using Nengjiu Ju approximation model
`basketstockspec`	Specify basket stock structure using Longstaff-Schwartz model

Equity Derivatives Using Closed-Form Solutions
Financial Instruments Toolbox™ supports four types of closed-form solutions and analytical approximations to calculate price and sensitivities.
Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.