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Using 2000 simulations incorporating jumps, simulate the 2-year price and draw a histogram

Using 2000 simulations incorporating jumps, simulate the 2-year price and draw a histogram of continuously compounded returns.

Using Monte Carlo incorporating jumps, value a 2-year at-the-money put. Is this value significantly different from the Black-Scholes value?

Nov 25 2019 View more View Less

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