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can someone help on this one please Suppose ln(S) and ln(Q) have correlation p = -.3 and that S0 = $100, Q0 = $100, R
can someone help on this one please
Suppose ln(S) and ln(Q) have correlation p = -.3 and that S0 = $100, Q0 = $100, R = .06, S = .4, Q = .2. Neither stock pays dividends. Use Monte Carlo to find the price today of claims that pay the following:
A.) S1Q1
B.) S1 / Q1
C.) SQRT(S1Q1)
D.) 1 / (S1Q1)
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