Explain boundary/final conditions in Monte Carlo method
Explain boundary/final conditions in Monte Carlo method.
Expert
Boundary/final conditions: These play a very the same role as in finite differences. The last condition is the payoff function and the boundary conditions are where we implement trigger levels and many more.
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$100 is received at the beginning of year 1, $200 is received at the beginning of year 2, and $300 is received at the beginning of year 3. If these cash flows are deposited at 12 percent, their combined future value at the end of year 3 is ________.
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What is Rho for the foreign exchange option value?
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