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1. Write a computer program (e.g. a MATLAB function) to estimate the price of a discretely monitored down-and-out call option with maturity T and payoff

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1. Write a computer program (e.g. a MATLAB function) to estimate the price of a discretely monitored down-and-out call option with maturity T and payoff (STK)+1{min(St1,St2,,Stm)b}, where the stock price is a geometric Brownian motion under the risk-neutral probability measure: St=S0exp{(r212)t+Wt}. The monitoring dates t1,,tm are given and 0

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