What savings in number of paths and time do you find, Other Subject

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What savings in number of paths and time do you find

Problem

For these next problems use the GAIL software and consider a stock with an initial price of $30, an interest rate of 1%, and a volatility of 40%, being monitored weekly for 6 weeks.

1. What is the price of an Asian arithmetic mean call option to the nearest $0.1 if the strike price is $30?

2. What savings in number of paths and time do you find, if any, if you use a European call option as a control variate?

3. What savings in number of paths and time do you find, if any, if you use antithetic variates?

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