ThanksBut I will probably need to evaluate asian basket options also.

<t>Ok, ill try again.I just started with this and wanted a hint in the right direction. I tried to use the simplest possible approach i knowed and generated a vector (Z_1,...,Z_n) and then used cholesky and created a path with (X_1,...,X_n) with the correlation I wanted.So I just wanted to know some...

I would be interesting to know both which method that have the best variance reduction and also which method "most people" use to do a basket option pricing?

hiI want to price some basket options with MC simulations and which MC method are best for simulation of n-variate assets with given linear correlation matrix?thanks