Asian Option - Pricing using Monte Carlo Control Variate Method
Price asian option using Monte carlo control Variate
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An example to price an Arithmetic Average fixed strike Call option in the Black-Scholes framework using Monte Carlo Control Variate
Cite As
Sudhanshu Chadha (2026). Asian Option - Pricing using Monte Carlo Control Variate Method (https://www.mathworks.com/matlabcentral/fileexchange/20145-asian-option-pricing-using-monte-carlo-control-variate-method), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (9.48 KB)
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No License
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 | Enhancements - Update Documentation and minor Bug fixes |
