Perform a simulation, using the method of section 19.7, to value an option on a zero-coupon bond.
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Perform a simulation, using the method of section 19.7, to value an option on a zero-coupon bond. You will need to decide upon a suitable form for ν(t, T ), the forward rate volatility. Does your choice have a standard representation as a model for the spot rate?
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MD simulations of nuclear spin relaxation in liquids were initiated at a time when the development o...View the full answer
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