BAREKENG: Jurnal Ilmu Matematika dan Terapan
Vol 17 No 2 (2023): BAREKENG: Journal of Mathematics and Its Applications

PRICING EUROPEAN BASKET OPTION USING THE STANDARD MONTE CARLO AND ANTITHETIC VARIATES

Sitepu, Sanfriska Br (Unknown)
Lesmana, Donny Citra (Unknown)
Budiarti, Retno (Unknown)

Article Info

Publish Date
11 Jun 2023

Abstract


Copyrights © 2023




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Journal Info
BAREKENG: Jurnal Ilmu Matematika dan Terapan
Website

Abbrev

barekeng

Publisher

Universitas Pattimura

Subject

Computer Science & IT Control & Systems Engineering Economics, Econometrics & Finance Energy Engineering Mathematics Mechanical Engineering Physics Transportation

Description

BAREKENG: Jurnal ilmu Matematika dan Terapan is one of the scientific publication media, which publish the article related to the result of research or study in the field of Pure Mathematics and Applied Mathematics. Focus and scope of BAREKENG: Jurnal ilmu Matematika dan Terapan, as follows: - Pure ...