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"Model[Asian Option]" is a special type of Model that represents all modelling assumptions needed in valuation algorithms concerning objects of type Asian Option.
The pricing succeeds by any of 7 different methods listed in
Model[Asian Option]::Pricing Method

The following quantities may be also calculated and reported along the price.
Refers to the output of QuantLib's delta function.
Refers to the output of QuantLib's gamma function.
The output refers to the price of the referenced tradable contract.

The quantities listed in
McSimulation Extra Data are reportable when Monte Carlo Simulation is used.