Haug, Haug, Margrabe Model

Price and sensitivity for European discrete arithmetic fixed Asian options using Huag, Haug, Magrabe model

Functions

`asianbyhhm`	Price European discrete arithmetic fixed Asian options using Haug, Haug, Margrabe model
`asiansensbyhhm`	Calculate price and sensitivities of European discrete arithmetic fixed Asian options using Haug, Haug, Margrabe model

This example shows how to price a European Asian option using six methods in the Financial Instruments Toolbox™.

Equity derivative instrument functions supported by Financial Instruments Toolbox™.