Pricing Options with Monte Carlo and Binomial Tree Methods
This report describes our work in pricing options using computational methods. First, I collected the historical asset prices for assets in four economic sectors to estimate model parameters, such as asset returns and covariances. Then I used these parameters to model asset prices using multiple geo...
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Digital WPI
2011
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| Online Access: | https://digitalcommons.wpi.edu/etd-theses/687 https://digitalcommons.wpi.edu/cgi/viewcontent.cgi?article=1686&context=etd-theses |