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By the way, an idea to price American(!) barrier options with monte-carlo is generally bad.For this you need a least-square Monte-Carlo, which I myself, often use.But if I have an alternative (lattice / finite difference) pricing method, which is already implemented and tested (in QuantLib) then I use it with much more pleasure.
By the way, an idea to price American(!) barrier options with monte-carlo is generally bad.
For this you need a least-square Monte-Carlo, which I myself, often use.
But if I have an alternative (lattice / finite difference) pricing method, which is already implemented and tested (in QuantLib) then I use it with much more pleasure.
