Why do you think it is not easy to apply the Monte Carlo method to compute prices

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Why do you think it is not easy to apply the Monte Carlo method to compute prices of American options?

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Organic Chemistry

ISBN: 9788120307209

6th Edition

Authors: Robert Thornton Morrison, Robert Neilson Boyd

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Question Posted: Jun 29, 2016 12:59 AM

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Why do you think it is not easy to apply the Monte Carlo method to compute prices

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The price of an American option is a maximum over random maturities of the correspondi...View the full answer

Organic Chemistry

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