Option Pricing with Monte Carlo Simulation and Variance Reduction Technique

The Monte-Carlo method is one of the main method to estimate financial instruments, with this technique it is possible use the numerical integration to evaluate the stochastic equation which represent the underlying of the option to forecast the probable price at future period. The technique, with all passible way to improve the eeficiency, is very helpful but it suffers of a computation effort which need the use of particular other methods which leads to \sub-optimal solution" which needs less time of computing to afford a result which really close the optimal one. These methods are defined as variance reduction techniques and quasi Monte-Carlo methods, very different each others, apart from the goal to reach