How can i generete a Path of Underlying in Option Call with Monte Carlo Simulation?

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Cristina
Cristina on 26 Oct 2014
Answered: singh bhantooa on 28 Apr 2018
I have this tipe of element: Option Call S0=32 Strike=30 Maturity=4years r=0.05 sigma=0.03
I want to use a log-normal model (Black&Scholes). Thank you for your help.

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Answers (1)

singh bhantooa
singh bhantooa on 28 Apr 2018
tic,[Call,CI1,Put,CI2] = BlsMC(50, 55, 0.05, 5/12, 0.2, 5000),toc
not working?

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