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Giovanni Della Lunga

Adjunct professor

Department of Statistical Sciences "Paolo Fortunati"

Useful contents

Some general information about the final assignment.

The exam consists in the development of a python procedure for the pricing of an American-type option. The procedure must be described in a document that will be discussed with me at the time of the exam. Please note that, in order to allow me to adequately analyze your work, I would prefer to have ...

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