Monte Carlo methods for option pricing

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1	index 11-standard-deviation surprise, standard-deviation surprise, 79–84 ABX index, 88–91 accuracy, 63–68 Add to Reading List Source URL: cupola.columbia.edu Language: English - Date: 2015-04-18 12:41:56 Economics Volatility Fannie Mae Black–Scholes Valuation of options VIX Risk Monte Carlo methods for option pricing Credit default swap Mathematical finance Financial economics Finance