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Monte Carlo Methods for Pricing Financial Options Lecture 2-3 Sandeep Juneja

Monte Carlo Methods for Pricing Financial Options Lecture 2-3 Sandeep Juneja School of Technology and Computer Science Tata Institute of Fundamental Research. Talk Outline. Mathematical model for options pricing Motivating the Monte Carlo Method Monte Carlo Method Random Number Generation

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Monte Carlo Methods for Pricing Financial Options Lecture 2-3 Sandeep Juneja