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5. Provide a pseudo-code using Monte-Carlo method to price a barrier up-and-out call option with payoff (ST-K)+ITH >T) where Th is the first hitting time
5. Provide a pseudo-code using Monte-Carlo method to price a barrier up-and-out call option with payoff (ST-K)+ITH >T) where Th is the first hitting time of barrier H > So by the stock price S given by Black-Scholes model. 5. Provide a pseudo-code using Monte-Carlo method to price a barrier up-and-out call option with payoff (ST-K)+ITH >T) where Th is the first hitting time of barrier H > So by the stock price S given by Black-Scholes model
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