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Option pricing based on Monte Carlo Simulation and Lattice approach

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Option Valuation

Price options using Monte Carlo Simulation and lattice approach.

Asian call / put
Lookback call / put
Floating lookback call / put
American put

Required Parameters

risk-free rate = 2%
underlying stock current price = $100
volatility = 25%
strike price = $105
simulation unit time = 1 week
maturity = 2 months
no dividend payments
sample size >= 250