Open AccessPenentuan Harga Beli Opsi Asia Menggunakan Monte Carlo-Antithetic Variate dan Monte Carlo-Control
Author(s) -
Fahrezal Zubedi,
Novianita Achmad,
Sri Lestari Mahmud,
Rusli Mowuu
Publication year - 2022
Publication title -
euler
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2776-3706
pISSN - 2087-9393
DOI - 10.34312/euler.v10i1.12055
Subject(s) - random variate , control variates , monte carlo method , closing (real estate) , monte carlo methods for option pricing , econometrics , control (management) , computer science , economics , mathematics , statistics , hybrid monte carlo , finance , random variable , management , markov chain monte carlo