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Name: HD
Type: User
HD's Projects
black-scholes-option-pricing-with-monte-carlo-
The purpose of this notebook is to explore different methods for the valuation of options within the framework of the Black-Scholes pricing model with the use of Python. In particular, we will rely on Monte Carlo methods for the pricing of european call options, and compare the results with those obtained through the exact Black-Scholes solution.
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