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I need some help as I intend to pick any financial option for the purpose of pricing and write a C++ programme that prices the product using a monte carlo and a non monte carlo method (for example black schloes). I also then want to intoduce correlation (by adding a second dimension e.g a second stock correlated to the first one) and price the product (in my C++ code) using monte carlo.
I have the formulas and some code, I also have some programme in excel VBA which needs to be translated to C++. I would be very appreciative, if you're willing to help me out.
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