Turnbull-Wakeman Model

Price and sensitivity for European continuous arithmetic Asian options using Turnbull-Wakeman model

Price and analyze Asian option instruments using a Turnbull-Wakeman model.

Functions

`asianbytw`	Price European arithmetic fixed Asian options using Turnbull-Wakeman model
`asiansensbytw`	Calculate price and sensitivities of European fixed arithmetic Asian options using Turnbull-Wakeman model

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™.