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Assume the following values when none is specified: So = 1 0 0 sigma = 2 0 % T = 1 K = 1
Assume the following values when none is specified:
So
sigma T K r
Using a PDE schema of your choice, what are the price, delta, gamma and theta of the forward contract?
Using a Monte Carlo method of your choice, what is the price, delta, gamma and theta of the forward contract?
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