Define pricing of options to simulation of random asset path

Who gave the pricing of options to the simulation of random asset paths?

E

Expert

Verified

In 1977 Boyle Phelim associated the pricing of options to the simulation of random asset paths.

   Related Questions in Financial Management

  • Q : Services which international banks

    Briefly discuss some services which international banks provide their customers & the market place.International banks can be considered by the sort of services they provide that distinguish them from domestic banks.  Foremost, internat

  • Q : International bank crisis involving

    In brief discuss the cause & the solution(s) to the international bank crisis involving less developed countries.The international debt crisis started on August 20, 1982 while Mexico asked more than 100 U.S. and foreign banks to forgive its

  • Q : Several types of secondary market

    Compare & contrast the several types of secondary market trading structures. There are two fundamental types of secondary market trading structures: dealer & agency. In a dealer market, the dealer serves as market maker for the securit

  • Q : What is Vega What is Vega?

    What is Vega?

  • Q : Time Businesses spend their time,

    Businesses spend their time, effort and money in producing forecasts. Explain

  • Q : Factors considering in investing in

    Like an investor, what factors would you regard as before investing in the emerging stock market of a developing country? In emerging market stocks an investor needs to be concerned with the depth of the market and

  • Q : Appropriate demand of return for a

    How much more demand of return is appropriate for a share of common stock by risk-averse investors, when compared to a Treasury bill?

  • Q : Tax considerations effect on the cost

    Explain the tax considerations effect on the cost of equity and the cost of debt?

  • Q : Implicit SF-$ exchange rate at maturity

    Consider 8.5 % Swiss franc/U.S. dollar dual currency bonds which pay $666.67 at maturity per SF1,000 of par value.  Describe implicit SF/$ exchange rate at maturity?  Will the investor be better or worse off at maturity if the real SF/$ exchange rate

  • Q : Explain the Modern portfolio theory

    Explain the Modern portfolio theory.

©TutorsGlobe All rights reserved 2022-2023.