%Script for basic and antithetic Monte Carlo evaluation of a European call option.
Y=randn(1,N);
ST=s*exp((r-sigma^2/2)*T+sigma*sqrt(T)*Y);
STa=s*exp((r-sigma^2/2)*T-sigma*sqrt(T)*Y);
VT=max(0,ST-K);
VTa=max(0,STa-K);
disp('Basic Method:')
MCanl(exp(-r*T)*VT)
disp('Antithetic Method:')
MCanl(exp(-r*T)*(VT+VTa)/2)
disp('Exact Value:')
BSCall(s,T,K)