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4. Compute the value of the option with sweetener above using Monte Carlo simulation with N = 10,000 draws and using the standard call option
4. Compute the value of the option with sweetener above using Monte Carlo simulation with N = 10,000 draws and using the standard call option as a control variate. Also, compute a 99% confidence interval for the option price. Is the confidence interval wider or narrower than that in the previous question? 4. Compute the value of the option with sweetener above using Monte Carlo simulation with N = 10,000 draws and using the standard call option as a control variate. Also, compute a 99% confidence interval for the option price. Is the confidence interval wider or narrower than that in the previous
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