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Download Now!Monte Carlo matlab code of a good student
Submitter: Aquabat Date: 2011/2/18
Description:
Just happened to come across this link, thought it will be useful example code for pricing barrier options and using variance reduction techniques
I can't find his name, only his ID is there

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Downloaded 1342 times  1342  File Size 0 bytes  Supported Platforms Matlab  Home Page http://www.telefonica.net
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Poster Thread
Anonymous
Posted: 2012/2/6 12:40  Updated: 2012/3/18 11:14
 Monte Carlo matlab code of a good student
u use static volatility for MC simulation - it s not applicable

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