Rank: 4567 based on 19 downloads (last 30 days) and 1 file submitted
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Sudhanshu Chadha

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04 Jun 2008 Screenshot Asian Option - Pricing using Monte Carlo Control Variate Method Price asian option using Monte carlo control Variate Author: Sudhanshu Chadha finance, modeling, analysis, asian option, monte carlo, control variate 19 2
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04 Jun 2008 Asian Option - Pricing using Monte Carlo Control Variate Method Price asian option using Monte carlo control Variate Author: Sudhanshu Chadha Nitzshe, Neer

good! easy to understand code

02 Jun 2008 Asian Option - Pricing using Monte Carlo Control Variate Method Price asian option using Monte carlo control Variate Author: Sudhanshu Chadha Shvorob, Dimitri

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.

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