Use Monte Carlo method (discounted expected value) to price a butterfly spread with=9,10,11,T−t=0.125,S=9and r=0.08, volatility=0.4first without...

Use Monte Carlo method (discounted expected value) to price a butterfly spread with=9,10,11,T−t=0.125,S=9and r=0.08, volatility=0.4first without Antithetic Sampling (100 N’s)

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Rahul Sunny answered 2 years ago

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