This program calculates the price of European double-barrier knock-out calls by the use of binomial trees and Monte Carlo Simulations.
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Updated
Sep 13, 2017 - MATLAB
This program calculates the price of European double-barrier knock-out calls by the use of binomial trees and Monte Carlo Simulations.
Tarification par Monte Carlo d'une Option Put européenne de type Up-and-Out
Knock Out Dice Game
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