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Comments Off on Option pricing – Exotic Options – Pricing Asian, Look backs, Barriers, Chooser Options using simulators

Option Pricing – Pricing Exotic Options using Monte Carlo simulators This is our third post in the Exotic Option pricing using Monte Carlo Simulation series. We walk through the minor tweaks required in our Monte Carlo Simulation model to price Asian, Lookback, Barrier & Chooser Options. Our assumption is that you have been following our prior posts […]

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