Hello,
I have to compare between Duan's option pricing model (among others) and the market prices. I have to estimate the GARCH parameters from the past returns and then use Monte Carlo simulation to obtain one option price, I guess I can't compare using only one price, but by using RMSE (for...
Hello,
I'm trying to get an option and its underlaying asset hitorical prices data, I tried the links above but without success, so please help me !!
Cordially
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