Minerva Investment Management Society

Quantitative Research Paper

Option Pricing with Montecarlo Simulations

· Quantitative Research

Open the PDF Download

Summary

The paper is focused on options pricing methods using Monte Carlo simulations, exploring the theory and practice of different Monte Carlo methods for valuing options contracts, with a particular focus on Asian and Barrier Options.

Authors

  • Emanuele ChiariniHead of Quantitative Research
  • Umberto BarbieriQuantitative Research Analyst
  • Marco FolonaroQuantitative Research Analyst
  • Vasileios StavropoulosQuantitative Research Analyst
  • Francesco ZanettinQuantitative Research Analyst

Details

Published
15 June 2023
Division
Quantitative Research
Type
Quantitative Research Paper
Pages
13
Authors
5

Cite this report

Minerva Investment Management Society (2023). Option Pricing with Montecarlo Simulations. Quantitative Research. https://minervaims.org/archive/option-pricing-with-montecarlo-simulations-2023

Related reports