kriskumar at earthlink.net
Wed Aug 6 04:23:23 CEST 2008
Hongchuan Xia wrote:
> Does anyone has codeing experience with respect to Target redemption note?
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sorry but this is way off-topic, Most tarns can be priced with MC and it
is fairly straightforward to generate a path in R with flat vol,
Have you had a go at this?.
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