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Approaches to implementing Monte Carlo methods in MATLAB

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Approaches to implementing Monte Carlo methods in MATLAB

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sri (view profile)

 

28 Sep 2011 (Updated )

Code for the article in the September 2011 article http://www.wilmott.com/magazine.cfm

PriceArithmeticAsianOptionSDEAntiThetic(S0,X,r,T,sigma,NSteps,NPaths)

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