Use implicit trinomial tree to perform the calculation of a put
Q.16 Redo the calculations of Q.15 with Sobol method (optional). Q.17 Use implicit trinomial tree to perform the calculation of a put knowing the following information: S = 95; X = 106; RF = 0, 05; Sigma = 0.25; T = 5/12; b = 0.12; n = 200. Q.19 Using the Monte Carlo Least Squares […]
