Asian Option - Pricing using Monte Carlo Control Variate Method 1.0

Date Added: July 12, 2013 | Visits: 964

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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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