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Use Monte Carlo to compute prices for claims that pay the following if S 0 = 100, r= 0.06, ? S = 0.4 and ?=
Use Monte Carlo to compute prices for claims that pay the following if S0= 100, r= 0.06, ?S= 0.4 and ?= 0:
a. S21
b. ?S1
c. S1-2
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