Hello Evereyone!I am pricing barrier options analytically as well as using Monte Carlo simulation in Matlab(GUI). I am getting a big difference between both the option prices. Can anyone tell me how to minmize this difference?Thanks.Festivie

Hello Evereyone!I am pricing barrier options analytically as well as using Monte Carlo simulation in Matlab(GUI). I am getting a big difference between both the option prices. Can anyone tell me how to minmize this difference?Thanks.Festivie

Hello Claudio,Thanks for your help.Festivie

<t>Hello MF05JY,Thanks for your reply and help. I am a beginner in Matlab GUI. I have got the analytical results but find difficulty in the simulation part. If it is ok can you tell me how did u simualte it (I mean the code for simulation)? The formula for pricing barrier options:The price of an opt...

Hi,Yes I need matlab code for barrier. Can you help me?

<t>Hello All,I need to price barrier options with Monte Carlo Simulations in GUI. My code is,function [Price,CI] = BlsMCAV(S0,X,r,T,sigma,NRepl)nuT = (r-0.5*sigma^2)*T;siT = sigma * sqrt(T);Veps = randn(NRepl,1);Payoff1 = max(0, S0*exp(nuT+siT*Veps)-X);Payoff2 = max(0, S0*exp(nuT+siT*(-Veps))-X); Di...

Dear All!Can anyone provide me simulation code for pricing barrier options in Matlab?

Hi!Can anybody provide Matlab code for valuation of continuous barrier options using Monte Carlo method? Iam using AVR(antithetic variates reduction) method in Monte Carlo to price barrier options.Thanks in advance.

Hello Everyone!Iam writing thesis and need information on "Pricing Barrier Options" with Finite Difference method in Matlab. Can anyone help me with the same?

Hello Everyone!Iam writing thesis and need information on "Pricing Barrier Options" with Finite Difference method in Matlab. Can anyone help me with the same?

Hello everyone, I am working on a thesis and I need some information on "pricing barrier options using finite difference method". Can anyone help me?