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Matlab Code

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festivie
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Posts: 0
Joined: October 8th, 2005, 7:41 pm

Matlab Code

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November 14th, 2005, 4:44 pm

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.
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