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Research ArticleOpen accessIn the keywordsA Comparative Study on Barrier Option Pricing using Antithetic and Quasi Monte-Carlo SimulationsNneka Umeorah, Phillip MasheleMonte-Carlo simulations have been utilized greatly in the pricing of derivative securities. Over the years, several variance reduction techniques have been developed to curb the instability, as well as, increase the simulation eﬃciencies of the Monte-Carlo methods. Our approach in this research work will consider the use of antithetic variate techniques to estimate the fair prices of barrier options. Next, … …Journal of Mathematics and Statistics, Vol. 14, Issue 1 · 9 May 2018 · 8,793 accessesView PDF Cite

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