Jul
27
Asian Option Pricing
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Here is the MATLAB implementation of the pricing of Asian options from the paper Unified Asian Pricing by Jan Vecer (2002), Risk, Vol. 15, No. 6, 113-116.
http://en.literateprograms.org/Asian_Option_Pricing_(Matlab)
wiki(asian option)
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http://en.literateprograms.org/Asian_Option_Pricing_(Matlab)
wiki(asian option)
Unclear about this post? Asking questions and receiving answers.
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