代写 C algorithm math graph MATH4/60082 (Computational Finance) Assignment No. 1: Monte Carlo Methods
MATH4/60082 (Computational Finance) Assignment No. 1: Monte Carlo Methods Version 10090075 1 Background 1.1 Stock Options Consider the equation for geometric Brownian motion, as used to model the path of an underlying asset paying proportional dividends at a continuous rate D0: dS = (μ − D0)Sdt + σSdW, (1) where dW is the increment of […]