Asian Option - Pricing using Monte Carlo Control Variate Method - File Exchange

Asian Option - Pricing using Monte Carlo Control Variate Method

版本 1.0.0.0 (9.5 KB) 作者: Sudhanshu Chadha

Price asian option using Monte carlo control Variate

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更新时间 2008/6/4

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An example to price an Arithmetic Average fixed strike Call option in the Black-Scholes framework using Monte Carlo Control Variate

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Sudhanshu Chadha (2024). Asian Option - Pricing using Monte Carlo Control Variate Method (https://www.mathworks.com/matlabcentral/fileexchange/20145-asian-option-pricing-using-monte-carlo-control-variate-method), MATLAB Central File Exchange. 检索来源 2024/4/24.

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asian_option/

版本	已发布	发行说明
1.0.0.0	2008/6/4	Enhancements - Update Documentation and minor Bug fixes	下载

Asian Option - Pricing using Monte Carlo Control Variate Method