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Nathalie Frischknecht


HSG University of St.Gallen

Active since 2011

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Question


Black Scholes function in a Covered Call Simulation
Hello I am trying to simulate a covered call strategy, which is Asset-Call. Here is what I want to do: %SIMULATION ASSE...

14 years ago | 0 answers | 0

0

answers

Question


Covered Call Writing: troubles with time loop and Monte Carlo Simulation
Dear Reader My name is Nathalie. Due to my bachelor thesis i have to do a Monte Carlosimulation of a Covered Call Writing Str...

14 years ago | 0 answers | 0

0

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Answered
Simulate a plain Call- and Put Option
Dear mister Matt Tearle Thank you for your help. I tried to create a call function. So mi new code is. function result =...

14 years ago | 0

Question


Simulate a plain Call- and Put Option
Hi run a Monte Carlo Simulation on a plain Call option based on the Black-Scholes Model. This is as far as i came: Call Optio...

14 years ago | 2 answers | 0

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