dadalee1102
Member
Hi, David, I was reading Hull's chapter in Monte Carlo methods, and I was confused by how the CI is obtained under monte carlo simulation. I don't have the exact page number with me now, but the example is about:
The 95% CI at the end of 100 days for the stock price that's simulated by monte carlo methods
Do you have any example that you can help me understand how the CI is obtained ??
Thank you so much!
The 95% CI at the end of 100 days for the stock price that's simulated by monte carlo methods
Do you have any example that you can help me understand how the CI is obtained ??
Thank you so much!
