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Black Scholes function in a Covered Call Simulation
Hello I am trying to simulate a covered call strategy, which is Asset-Call. Here is what I want to do: %SIMULATION ASSE...
14년 초과 전 | 답변 수: 0 | 0
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Covered Call Writing: troubles with time loop and Monte Carlo Simulation
Dear Reader My name is Nathalie. Due to my bachelor thesis i have to do a Monte Carlosimulation of a Covered Call Writing Str...
14년 초과 전 | 답변 수: 0 | 0
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Simulate a plain Call- and Put Option
Dear mister Matt Tearle Thank you for your help. I tried to create a call function. So mi new code is. function result =...
Simulate a plain Call- and Put Option
Dear mister Matt Tearle Thank you for your help. I tried to create a call function. So mi new code is. function result =...
14년 초과 전 | 0
질문
Simulate a plain Call- and Put Option
Hi run a Monte Carlo Simulation on a plain Call option based on the Black-Scholes Model. This is as far as i came: Call Optio...
14년 초과 전 | 답변 수: 2 | 0