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5642数理金融简单数值题short

Monte Carlo Price From Sample Payoffs 2

题目

A risk-neutral Monte Carlo run produced discounted-at-maturity payoffs [5.0, 0.0, 11.0, 3.0, 7.0] for an option. If the continuously compounded rate is 0.04 and maturity is 0.5, what is the time-0 Monte Carlo price estimate?

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