- Asian_Call_Control_m: Pricing asian call option with control variate method
- IE525_Antithetic_MC: Pricing call option with antithetic method
- Quasi_MC_Asian_m: Pricing asian call option with quasi monte carlo and sobol' sequence
- Quantitative Methods for Asian Option Pricing.pdf This document introduces pricing of asian option with three different methods and compares their performance in time efficiency
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