<< QuantLib`
<< Statistics`

m = 
      SVJDModel[40, 0.08, 0.06, Sqrt[0.0225], 0.15, Sqrt[0.0225], 4, 
        0, 0, 0, 0]

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}

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

Beregningstid: 1:47

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

strm = OpenWrite["c:\\cand\\MCSVJD-analSVJD.txt"]; 
    WriteString[strm, tex]; Close[strm];

Export["c:\\cand\\MCSVJD-analSVJD-tabel.nb", 
      NotebookGet[]]