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Asian option; Exotic options; commodities; Monte Carlo simulations

Markets

Asian Options with Monte Carlo Pricing

Download PDF Introduction In this article, we will present the pricing of Arithmetic Asian Options using Monte Carlo simulations. Additionally, we will introduce variance reduction techniques and the advantages of using Asian options in the oil market. We will show the functioning of the Monte Carlo models and analyze the Read more…

By BSIC, 4 years26 September 2021 ago

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