Write a program to display a piecewise linear approximation of a price path as follows. Let S

Question:

Write a program to display a piecewise linear approximation of a price path as follows. Let S0, S1, S2, ..., S365 be a 1 year sequence of prices. Select a subset of these, for example monthly S0, S30, ..., S364, and generate the piecewise linear graph through these points, (0, S0), (30, S30), ..., (364, S364). Such an approximation could serve as an alternative to the moving average of the prices.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Finance With Monte Carlo

ISBN: 9781461485100

2013th Edition

Authors: Ronald W. Shonkwiler

Question Posted: