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Asian Option - Pricing using Monte Carlo Control Variate Method 1.0

  Date Added: July 12, 2013  |  Visits: 414

Asian Option - Pricing using Monte Carlo Control Variate Method

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An example to price an Arithmetic Average fixed strike Call option in the Black-Scholes framework using Monte Carlo Control Variate

Requirements: No special requirements
Platforms: Matlab
Keyword: Arithmetic Average Blackscholes Carlo Control Fixed Framework Monte Option Price Strike Variate
Users rating: 0/10

License: Freeware Size: 10 KB
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