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Asian Option - Pricing using Monte Carlo Control Variate Method

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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

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

Publisher: Sudhanshu Chadha | License: Freeware | Price: 0.00
Version: 1.0 | Size: 10 KB | Platform: Matlab, Scripts
Released Date: 21-01-2013 | Rating: 0 | Title: Asian Option - Pricing using Monte Carlo Control Variate Method

Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/20145/1/asian_option.zip

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