Option is one of the derivative tools, which currently has been undergoing great progress. The option style may vary, such as European option, Asian option, etc. This paper explores the asian option, etc. this paper explores the Asian option whose value will be calculated using three menthods, i.e. the standard Monte Carlo Simulation, the anti-thetic variable Monte Carlo, and the control variate Monte Carlo. The results of the three menthods will then be compared to each other. The conclusion is that the result of Asian call option price from the control variate menthod is the most accurate one.