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Research Paper | Financial Engineering | India | Volume 13 Issue 4, April 2024 | Popularity: 4.9 / 10
Effect of Varying Underlying Data of Exotic Options (Asian and Lookback) Using Monte Carlo Scheme
Aumkar Wagle
Abstract: This is a paper where we will be pricing Fixed and Float Exotic Options using the Monte Carlo scheme. In addition to pricing, we will be varying the data to see how the option price is affected by the variation. Below is a description of the problem at hand and the method in which we will be solving it.
Keywords: Monte Carlo Scheme
Edition: Volume 13 Issue 4, April 2024
Pages: 1776 - 1790
DOI: https://www.doi.org/10.21275/SR24418154649
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