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Asian Option - Pricing using Monte Carlo Control Variate Method 1.0
File ID: 78877






Asian Option - Pricing using Monte Carlo Control Variate Method 1.0
Download Asian Option - Pricing using Monte Carlo Control Variate Method 1.0http://www.mathworks.comReport Error Link
License: Freeware
File Size: 10.0 KB
Downloads: 32
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Asian Option - Pricing using Monte Carlo Control Variate Method 1.0 Description
Description: An example to price an Arithmetic Average fixed strike Call option in the Black-Scholes framework using Monte Carlo Control Variate

License: Freeware

Related: Framework, monte, carlo, variate, Control, blackscholes, option, arithmetic, price, average, fixed, strike

O/S:BSD, Linux, Solaris, Mac OS X

File Size: 10.0 KB

Downloads: 32



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