Options Trading, Call, Put, Monte Carlo, Tejapi Quant.
C0 = np.exp(-r*T) * C return C0 else: P1 = np.maximum(K - SPATH1[:, -1], 0) P2 = np.maximum(K - SPATH2[:, -1], 0) P = np.mean(0.5 * (P1 + P2)) P0 = np.exp(-r*T) * P return P0 Next, we input the values and verify whether the option prices obtained using the Antithetic Variate method are consistent