Browsing Bachelor Thesis - Mathematics by Author "Truong, Huynh Quoc An"
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Estimaste Sensitivity Of Lookback Option With Simulation Monte Carlo
Truong, Huynh Quoc An (2020)Introducing Lookback option and Greeks value and the impact of Greeks on option. Applying Monte Carlo simulation for pricing Lookback call option with fixed strike price and European call option. Option price can be ...