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5641数理金融简单数值题short

Monte Carlo Price From Sample Payoffs 1

题目

A risk-neutral Monte Carlo run produced discounted-at-maturity payoffs [12.0, 4.0, 0.0, 8.0, 16.0] for an option. If the continuously compounded rate is 0.03 and maturity is 1, what is the time-0 Monte Carlo price estimate?

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