PRICING EUROPEAN BASKET OPTION USING THE STANDARD MONTE CARLO AND ANTITHETIC VARIATES

PRICING EUROPEAN BASKET OPTION USING THE STANDARD MONTE CARLO AND ANTITHETIC VARIATES

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Bibliographic Details
Main Authors:	Sanfriska Br Sitepu, Donny Citra Lesmana, Retno Budiarti
Format:	Article
Language:	English
Published:	Universitas Pattimura 2023-06-01
Series:	Barekeng
Subjects:	antithetic variates basket option monte carlo
Online Access:	https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/8065
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