TY - JOUR
TI - Simple chooser options with Maple
AU - Milian, Anna
TI - Simple chooser options with Maple
AB - 
	This paper discusses Monte Carlo simulations of the Black-Scholes model. It is introduced with the simple example of the pricing of ‘European call options on a no-dividend stock and the simulation results are compared with an analytical solution. Monte-Carlo methods are then used to price simple chooser options. Moreover, it is shown that the distribution of rate of the return from investment in simple chooser options is significantly dependent on the strike price. The presented simulation is performed using MAPLE.
VL - 2014
IS - Nauki Podstawowe Zeszyt 3 NP (17) 2014
PY - 2015
SN - 0011-4561
C1 - 2353-737X
SP - 39
EP - 48
DO - 10.4467/2353737XCT.14.311.3399
UR - https://ejournals.eu/czasopismo/czasopismo-techniczne/artykul/simple-chooser-options-with-maple
KW - simple chooser options
KW - Black-Scholes model
KW - Monte Carlo method