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Pricing American option of historical data

aerolim

Joined
11/8/08
Messages
6
Points
11
Hi,

For my independent studies, I am working on the Least-square method monte carlo simulation for american option pricing. Using this method, I want to price the historical prices of the option to see how accurate the pricing method is. I was wondering where I can find such data that would be relevent. Thank you!
 

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