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Consider the geometric average Asian option with the strike price $55, the time to maturity 5 months. The geometric average is computed over the monthly
Consider the geometric average Asian option with the strike price $55, the time to maturity 5 months. The geometric average is computed over the monthly closing price. Estimate the price of this option using 50,000 Halton paths when the current stock price is $50, the interest rate is 5%, and the volatility of the stock price is 40%. Consider the geometric average Asian option with the strike price $55, the time to maturity 5 months. The geometric average is computed over the monthly closing price. Estimate the price of this option using 50,000 Halton paths when the current stock price is $50, the interest rate is 5%, and the volatility of the stock price is 40%
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