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master's thesis - exotic option

tyskland

Joined
7/9/10
Messages
9
Points
11
I am struggling to come up with a good topic for my master's thesis. I want it to be about pricing an exotic option that is not too difficult to price but at the same time not trivial either (meaning it shouldn't have an analytical expression). I'm thinking of using binomial trees and monte carlo simulation (any other method that is reasonable?) in matlab.
 
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