Jul
26
Monte Carlo Simulation Spread Options
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an example of code used to price a spread option using Monte Carlo simulations (Haug).
http://www.mathworks.com/matlabcentral/fileexchange/82
wiki(Spread option)
http://www.mathworks.com/matlabcentral/fileexchange/82
wiki(Spread option)
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I tried to go to the site but it is not working.
could you send a correct or different link to look for this article.
thanks
Pankaj