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Turnbull-Wakeman Model

Price and sensitivity for European continuous arithmetic Asian options using Turnbull-Wakeman model

Price and analyze Asian option instruments using a Turnbull-Wakeman model.

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asianbytwPrice European arithmetic fixed Asian options using Turnbull-Wakeman model
asiansensbytwCalculate price and sensitivities of European fixed arithmetic Asian options using Turnbull-Wakeman model

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