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Tristan-Amadei/Multilevel_MonteCarlo

The aim of this project is to compare different pricing methods for an Asian option. Comparisons will be made in terms of MSE, CPU time a…

monte-carlo

monte-carlo-simulation

option-pricing

monte-carlo-methods

brownian-motion

• Jupyter Notebook
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• 4
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• Updated
  on Jul 6, 2023

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