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Nengjiu Ju Model

Price European basket options using approximation model for option pricing

Price and analyze basket options instruments using a Nengjiu Ju model.

Functions

basketbyjuPrice European basket options using Nengjiu Ju approximation model
basketsensbyjuDetermine European basket options price or sensitivities using Nengjiu Ju approximation model
basketstockspecSpecify basket stock structure using Longstaff-Schwartz model

Topics