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 jurnal ilmiah matematika sains dan teknologi
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
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom