So happy that I got the codes finally working~
It was about to pricing the European call option by Monte Carlo simulation with control variate, which was originally an assignment due last Thursday by Numerical Methods.
I was quite freaked out on that Wednesday night that many people wrote their codes easily, except me(well and few other people). But today, after "burning" 34 bucks on a laptop sleeves at Eaton, I finally can bring my little buddy --xps 1210 to school.
went to 12th floor of Robard Library and found a quite corner... Finally I could sit down and think and rethink about the logics involved. Ha, guess what, I got it ~ and those people who thought they were correct actually made a mistake on the conditional probability.
well.... maybe I am not that dumb...
This is the so-called learning process, isn't it?
Now, what's next? Brownian Bridge?
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