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I need help coding the following question in R. Write code to compute the prices of European Call options via Monte Carlo simulation. Use variance

I need help coding the following question in R.

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Write code to compute the prices of European Call options via Monte Carlo simulation. Use variance reduction techniques (e.g. Antithetic variates) in your estimation. The function should be generic: for any input of the 5 parameters - S_0, T, X, r, sigma - the output is the corresponding price of the European call option

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