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!
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!
