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Use the Monte Carlo method to calculate an Asian put knowing the following information: S = 75; X = 84; rf = 0.0199; T =
Use the Monte Carlo method to calculate an Asian put knowing the following information: S = 75; X = 84; rf = 0.0199; T = 1; sigma = 0.30; nsim = 130; n = 154.
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Essentials Of Investments
Authors: Zvi Bodie, Alex Kane, Alan J. Marcus
7th Edition
0073368717, 978-0073368719
