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Part 2: 25 Marks Find the value of a standard European call option with X = 5500 using the simulation method. You can use the
Part 2: 25 Marks Find the value of a standard European call option with X = 5500 using the simulation method. You can use the simulation code pricesim.m for simulating prices as a starting point and extend this to price the option. In extending the code for this problem, you can use the logic of the forexample simar.m and Task 3 (task3.m) from the lecture ex- ample and practice tasks to simulate the price many times for the purposes of pricing the option.
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