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Exercise 2 For the following values, S = 100 K=100 Rp = 3% T = 1 Year o = 20% No dividends Calculate the value
Exercise 2 For the following values, S = 100 K=100 Rp = 3% T = 1 Year o = 20% No dividends Calculate the value of the same call option using Monte-Carlo simulation and 100 simulations. Compare to the above and Black-Scholes value Exercise 2 For the following values, S = 100 K=100 Rp = 3% T = 1 Year o = 20% No dividends Calculate the value of the same call option using Monte-Carlo simulation and 100 simulations. Compare to the above and Black-Scholes value
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