PRICING EUROPEAN BASKET OPTION USING THE STANDARD MONTE CARLO AND ANTITHETIC VARIATES
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| Format: | Article |
| Language: | English |
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Universitas Pattimura
2023-06-01
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| Series: | Barekeng |
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| Online Access: | https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/8065 |
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| author | Sanfriska Br Sitepu Donny Citra Lesmana Retno Budiarti |
| author_facet | Sanfriska Br Sitepu Donny Citra Lesmana Retno Budiarti |
| author_sort | Sanfriska Br Sitepu |
| collection | DOAJ |
| format | Article |
| id | doaj-art-7e3e85a1ff8a41afb5d7ac3d4a8980ce |
| institution | DOAJ |
| issn | 1978-7227 2615-3017 |
| language | English |
| publishDate | 2023-06-01 |
| publisher | Universitas Pattimura |
| record_format | Article |
| series | Barekeng |
| spelling | doaj-art-7e3e85a1ff8a41afb5d7ac3d4a8980ce2025-08-20T03:05:41ZengUniversitas PattimuraBarekeng1978-72272615-30172023-06-011721007101610.30598/barekengvol17iss2pp1007-10168065PRICING EUROPEAN BASKET OPTION USING THE STANDARD MONTE CARLO AND ANTITHETIC VARIATESSanfriska Br Sitepu0Donny Citra Lesmana1Retno Budiarti2Department of Mathematics, Faculty of Mathematics and Natural Science, IPB University, IndonesiaDepartment of Mathematics, Faculty of Mathematics and Natural Science, IPB University, IndonesiaDepartment of Mathematics, Faculty of Mathematics and Natural Science, IPB University, Indonesiahttps://ojs3.unpatti.ac.id/index.php/barekeng/article/view/8065antithetic variatesbasket optionmonte carlo |
| spellingShingle | Sanfriska Br Sitepu Donny Citra Lesmana Retno Budiarti PRICING EUROPEAN BASKET OPTION USING THE STANDARD MONTE CARLO AND ANTITHETIC VARIATES Barekeng antithetic variates basket option monte carlo |
| title | PRICING EUROPEAN BASKET OPTION USING THE STANDARD MONTE CARLO AND ANTITHETIC VARIATES |
| title_full | PRICING EUROPEAN BASKET OPTION USING THE STANDARD MONTE CARLO AND ANTITHETIC VARIATES |
| title_fullStr | PRICING EUROPEAN BASKET OPTION USING THE STANDARD MONTE CARLO AND ANTITHETIC VARIATES |
| title_full_unstemmed | PRICING EUROPEAN BASKET OPTION USING THE STANDARD MONTE CARLO AND ANTITHETIC VARIATES |
| title_short | PRICING EUROPEAN BASKET OPTION USING THE STANDARD MONTE CARLO AND ANTITHETIC VARIATES |
| title_sort | pricing european basket option using the standard monte carlo and antithetic variates |
| topic | antithetic variates basket option monte carlo |
| url | https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/8065 |
| work_keys_str_mv | AT sanfriskabrsitepu pricingeuropeanbasketoptionusingthestandardmontecarloandantitheticvariates AT donnycitralesmana pricingeuropeanbasketoptionusingthestandardmontecarloandantitheticvariates AT retnobudiarti pricingeuropeanbasketoptionusingthestandardmontecarloandantitheticvariates |