<< QuantLib`
<< Statistics`

m = BlackScholesModel[40, 0.08, 0.06, 0.15]

i = EuropeanOption[38, 0.25, PutOption];

anal = Value[i, m]

kf[s_, anti_] := 
      Keyfigures[i, m, Method -> MonteCarlo, 
        AntitheticPaths -> anti, ControlVariate -> False, 
        Samples -> s]

blok[s_, anti_, 
        resim_:  100] := (
lst = 
          Table[{Value, StandardError} /. 
              kf[s, anti], {resim}]; 
{lst[[1, 1]], 
          lst[[1, 2]], Mean[lst[[All, 1]]] - anal, 
          StandardDeviation[
            lst[[All, 1]] - anal]}
)

samps = {1000, 10000, 50000, 100000, 1000000}

tbl = {blok[#, False, 100] & /@ samps, blok[#, True, 100] & /@ 
          samps}

Map[ExportTeXString[List /@ #] &, tbl, {2}]