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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.
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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