Page 1 of 1
39. What method uses the insight that for two somewhat correlated options, the Monte Carlo pricing error on one will be
Posted: Thu Dec 23, 2021 9:15 am
by answerhappygod
- 39 What Method Uses The Insight That For Two Somewhat Correlated Options The Monte Carlo Pricing Error On One Will Be 1 (29.25 KiB) Viewed 62 times
39. What method uses the insight that for two somewhat correlated options, the Monte Carlo pricing error on one will be relatively similar to the pricing error on the other and uses an option with a known formula in order to price an unknown one? O Bootstrapping 7 Efficient variate O Antithetic variate Control variate