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@aussetg /g.r
Created Dec 23, 2013

g <- function(Z) {
prix <- apply(grid,2,cumsum)
prix <- grid
for (i in 1:n) {
prix[i,] <- S0*exp(sigma*prix[i,]+(r-sigma^2/2)*i/n*Time)
prix <- colMeans(prix) - K
prix[prix<0] <- 0
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