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Keywords: Monte Carlo
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Journal Articles
Journal of Economics, Finance and Administrative Science (2026) 31 (61): 93–123.
Published: 05 December 2025
.... The methodology remains consistent with geometric Brownian motion (GBM) dynamics and is benchmarked against a modified Monte Carlo simulation to ensure robustness. Findings Results show that option values can be consistently derived under both traditional risk-neutral settings and preference-driven settings...
