Explain the problem in using Monte Carlo simulation to value an American option.

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Fundamentals Of Futures And Options Markets

ISBN: 9781292422114

9th Global Edition

Authors: John Hull

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Question Posted: Mar 05, 2024 01:00 AM

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Explain the problem in using Monte Carlo simulation to value an American option.

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In Monte Carlo simulation we sample ...View the full answer

Fundamentals Of Futures And Options Markets

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