Published November 6, 2022
| Version v1
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Capped Accumulated Return Call Option
Authors/Creators
Description
We propose a Monte Carlo (Gaussian MC and Quasi MC) pricing model for the product named capped-accumulated-return-call (CARC) with lock in feature.
Notes
https://finpricing.com/lib/FxAccumulator.html
Files
CARCLockIn.pdf
Files
(113.0 kB)
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