Main Content
Stulz Model
Price European rainbow option with maximum of two risky assets using option pricing model
Functions
maxassetbystulz |
Determine European rainbow option price on maximum of two risky assets using Stulz option pricing model |
maxassetsensbystulz |
Determine European rainbow option prices or sensitivities on maximum of two risky assets using Stulz pricing model |
minassetbystulz |
Determine European rainbow option prices on minimum of two risky assets using Stulz option pricing model |
minassetsensbystulz |
Determine European rainbow option prices or sensitivities on minimum of two risky assets using Stulz option pricing model |
Examples and How To
Equity Derivatives Using Closed-Form Solutions
Financial Instruments Toolbox™ supports four types of closed-form solutions and analytical approximations to calculate price and sensitivities.
Concepts
Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.
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