Monte Carlo monte carlo simulation american put option pricing excel relies on risk neutral valuation. This result is the value of the option.
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In other cases, the source of uncertainty may be at a remove. Here, correlation between asset returns is likewise incorporated. Least Square Monte Carlo is used in valuing American options. The technique works in a two step procedure. Secondly, when all states are valued for every timestep, the value of the option is calculated by moving through the timesteps and states by making an optimal decision on option exercise at every step on the hand of a price path and the value of the state that would result in.
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