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    Rates = 0.06;

    StartDate = 'nov-1-2018';

    EndDate = 'nov-1-2020';

    RateSpec = intenvset('ValuationDate', StartDate, 'StartDates', StartDate, 'EndDates', EndDate,'Compounding', -1, 'Rates', Rates)

    AssetPrice = 100;

    Sigma = 0.25;

    StockSpec = stockspec(Sigma, AssetPrice)

    Settle = 'nov-1-2018';

    ExerciseDates = 'nov-1-2020';

    Strike = 100;

    OptSpec = 'call';

    NumTrials = 10000;

    NumPeriods = 60;

    AvgType = 'arithmetic';

    Antithetic = true;

    AmericanOpt = 1;

    OutSpec = 'Price';

    Price = asiansensbyls(RateSpec, StockSpec, OptSpec, Strike, Settle, ExerciseDates, 'NumTrials', NumTrials, 'NumPeriods', NumPeriods,'Antithetic', Antithetic, 'AvgType', AvgType, 'AmericanOpt', AmericanOpt, 'OutSpec',OutSpec)

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    ÓÃmatlabµÄ°ü°É£¬ÕâÀïÊǹٷ½½éÉÜMatlab__asiansensbyls

    asiansensbyls¡°Calculate price and sensitivities for European or American Asian options using Monte Carlo simulation¡±

    PriceSens = asiansensbyls(RateSpec,StockSpec,OptSpec,StrikeSettle,ExerciseDates)

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    Rates = 0.06;

    StartDate = 'nov-1-2018';

    EndDate = 'nov-1-2020';

    RateSpec = intenvset('ValuationDate', StartDate, 'StartDates', StartDate, 'EndDates', EndDate,'Compounding', -1, 'Rates', Rates)

    AssetPrice = 100;

    Sigma = 0.25;

    StockSpec = stockspec(Sigma, AssetPrice)

    Settle = 'nov-1-2018';

    ExerciseDates = 'nov-1-2020';

    Strike = 100;

    OptSpec = 'call';

    NumTrials = 10000;

    NumPeriods = 60;

    AvgType = 'arithmetic';

    Antithetic = true;

    AmericanOpt = 1;

    OutSpec = 'Price';

    Price = asiansensbyls(RateSpec, StockSpec, OptSpec, Strike, Settle, ExerciseDates, 'NumTrials', NumTrials, 'NumPeriods', NumPeriods,'Antithetic', Antithetic, 'AvgType', AvgType, 'AmericanOpt', AmericanOpt, 'OutSpec',OutSpec)

    £¬ÃÀÑÇʽ¿ÉÒÔ×Ô¼ºÐ´¶þ²æÊ÷À´¶¨¼Û£¬²Î¿¼HullµÄ¡° Efficient procedures for valuing european adn american path-dependent options¡±¡£

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