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only 12.5 12.4. Determine the Monte Carlo estimation of the payoff of a 7 month strike 26 put option on the stock from 12.3. 12.5.
only 12.5
12.4. Determine the Monte Carlo estimation of the payoff of a 7 month strike 26 put option on the stock from 12.3. 12.5. This builds on #12.4 (this may be time consuming). Use stratified sampling on the intervals [0,41],[41,42],[42,43], and [43,1] to estimate the payoff of the put from #12.4. 12.4. Determine the Monte Carlo estimation of the payoff of a 7 month strike 26 put option on the stock from 12.3. 12.5. This builds on #12.4 (this may be time consuming). Use stratified sampling on the intervals [0,41],[41,42],[42,43], and [43,1] to estimate the payoff of the put from #12.4 Step by Step Solution
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