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Search found 3 matches
by
ptr
May 20th, 2002, 6:44 am
Forum:
Student Forum
Topic:
asian put options
Replies:
0
Views:
189224
asian put options
Is the price of an Asian put option (average strike) monotonically decreasing in the initial price of the underlying, like a plain vanilla European put option? Thanks,ptr
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by
ptr
May 15th, 2002, 8:13 pm
Forum:
Programming and Software Forum
Topic:
matlab: asian options
Replies:
1
Views:
190043
matlab: asian options
Hi,I'm looking for a code for pricing Asian options using a finite difference scheme. Can you help me?
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by
ptr
May 15th, 2002, 2:08 pm
Forum:
Student Forum
Topic:
asian option: matlab code
Replies:
0
Views:
189327
asian option: matlab code
Coul you please tell me where I can find a Matlab code for pricing an asian option using a finite difference scheme to discretize the PDE?Thanksptr
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