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Data Analytics of Stock Price Movements with Python
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In this segment, we use the Monte Carlo Method to estimate call option values.
Keywords
- black sholes
- monte carlo simulation
- call option
- european option
About this video
- Author(s)
- Matthew Macarty
- First online
- 07 March 2020
- DOI
- https://doi.org/10.1007/978-1-4842-5647-3_6
- Online ISBN
- 978-1-4842-5647-3
- Publisher
- Apress
- Copyright information
- © Matthew Macarty 2020