Asian option calculator
Calculate the call and put prices of an Asian option, using arithmetic averaging. General Calculators >. Scientific Calculator; Standard Calculator. Health >.
Asian Options - Tutorial and Excel Spreadsheet
Asian Options – Tutorial and Excel Spreadsheet
Description:The pricing function asianbyls takes an interest-rate term structure and stock structure as inputs. Additionally, it is possible to observe the effect of changes in the volatility of the underlying asset. All the pricing functions asianbykv , asianbylevy , asianbytw , and asianbyhhm take an interest-rate term structure and stock structure as inputs. Numerical approaches, such as binomial lattices or monte carlo simulation, are also used. The output and execution time of the Monte Carlo simulation depends on the number of paths NumTrials and the number of time periods per path NumPeriods. For an American option, use a 1-by-2 vector of exercise date boundaries. For more information on the least squares method, see https: