How many will be required for the auxiliary variable

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For the weak static replication of a discrete barrier option, approximately how many price evaluations will be required if N options are used per barrier time and there are n barrier times? How many will be required for the auxiliary variable replication technique?

Reference no: EM131187732

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How many will be required for the auxiliary variable : For the weak static replication of a discrete barrier option, approximately how many price evaluations will be required if N options are used per barrier time and there are n barrier times? How many will be required for the auxiliary variable repl..

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