Which numerical method should use for to price a European
You need to price a European, non-path-dependent contract upon a basket of equities. Which numerical method should you use?
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It may be recast as a multiple integral and therefore you would use a quadrature method.
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Question 1 Four European vanilla Call options Ci ( ⋅) on an underlier with no interim cash flows, have identicalmaturity T . Their strike prices K i are such that K1 < K 2 < K 3 < K 4 and all strikes are equallyspaced. Interest rates are equ
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