Judge whether the simulation estimator on the option price given by the Grant VoraWeeks algorithm is biased

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Judge whether the simulation estimator on the option price given by the Grant– Vora–Weeks algorithm is biased high or low or unbiased.

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Mathematical Models Of Financial Derivative

ISBN: 9783642447938

2nd Edition

Authors: Yue-Kuen Kwok

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Question Posted: Jan 05, 2024 10:45 AM

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Judge whether the simulation estimator on the option price given by the Grant VoraWeeks algorithm is biased

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The GrantVoraWeeks GVW algorithm is typically used for estimating riskneutral densities valuing options and many other financial computations In detai...View the full answer

Mathematical Models Of Financial Derivative

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