Open AccessAplikasi Simulasi Monte Carlo Dengan Teknik Antithetic Variates Dalam Menentukan Harga Opsi Cash-or-nothing Call
Author(s) -
Ilham Syata
Publication year - 2020
Publication title -
jurnal msa ( matematika dan statistika serta aplikasinya )
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2550-0767
pISSN - 2355-083X
DOI - 10.24252/msa.v8i1.12866
Subject(s) - control variates , monte carlo method , variance reduction , mathematics , volatility (finance) , econometrics , statistics , computer science , hybrid monte carlo , markov chain monte carlo
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