An example to price an Arithmetic Average fixed strike Call option in the Black-Scholes framework using Monte Carlo Control Variate
good! easy to understand code
I don't expect quality from a bit of code that starts with 'Montecarlo control variate
vanilla controlled by stockprice'. Does it even run? asiancall_mc_cv.m calls function 'BS_European_Call', which I don't find anywhere.
Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.