Options Trading, Call, Put, Monte Carlo, Tejapi Quant.
mc_options_AV(CallOrPut, K, S0, r, sigma, T, Nsteps, Nrep)) print('Price under MC: ', mc_options(CallOrPut, K, S0, r, sigma, T, Nsteps, Nrep)) figure 3: Comparison between AV and MC Control variate method In addition to the Antithetic Variate method, we can also reduce the volatility of option