Question
How to code an American Call option using Monte Carlo simulation & Antithetic Variable Technique? Using MatLab or VBA. S0=27, K=27, mu=15%, sigma=31%, Rf=1.5%, T=15months,
How to code an American Call option using Monte Carlo simulation & Antithetic Variable Technique? Using MatLab or VBA. S0=27, K=27, mu=15%, sigma=31%, Rf=1.5%, T=15months, m=100.
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Mathematical Excursions
Authors: Richard N Aufmann, , Joanne Lockwood, Richard D Nation, Daniel K Clegg
3rd Edition
1305161793, 9781305161795
