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by ptr
May 20th, 2002, 6:44 am
Forum: Student Forum
Topic: asian put options
Replies: 0
Views: 189224

asian put options

Is the price of an Asian put option (average strike) monotonically decreasing in the initial price of the underlying, like a plain vanilla European put option? Thanks,ptr
by ptr
May 15th, 2002, 8:13 pm
Forum: Programming and Software Forum
Topic: matlab: asian options
Replies: 1
Views: 190043

matlab: asian options

Hi,I'm looking for a code for pricing Asian options using a finite difference scheme. Can you help me?
by ptr
May 15th, 2002, 2:08 pm
Forum: Student Forum
Topic: asian option: matlab code
Replies: 0
Views: 189327

asian option: matlab code

Coul you please tell me where I can find a Matlab code for pricing an asian option using a finite difference scheme to discretize the PDE?Thanksptr