Homework #10
EE512: Stochastic Process for Financial Engineering
Fall 2024
Assigned on: April 13, 2024
Due on: November 26, 2024
November 13, 2024
Note: All problems are taken from the book “A First Course in Stochastic Calculus” by Louis-Pierre Arguin, AMS,2020.
Chapter 10
• 10.10. Numerical Projects and Exercises: 10.1, 10.2
• Exercises: 10.1, 10.2 [correction:change the last long put with K=200 to 1 long put with K=250] (a, b), 10.4, 10.5, 10.6(a), 10.7(a)