Essays about: "Takura Muusha"
Found 1 essay containing the words Takura Muusha.
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1. Monte Carlo studies of generalized barrier contracts
University essay from Institutionen för matematik och fysik; Akademin för utbildning, kultur och kommunikationAbstract : This paper examines the pricing of barrier options using Monte Carlo Simulations. MATLAB based software is developed to estimate the price of the option using Monte Carlo simulation. We consider a generalized barrier option of knock out type, but we let the domain take the shape of a rectangular box. READ MORE
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