Asian options, whose payoff depends on the average price value of the underlying asset over a specific period, present a challenging valuation problem due to their path-dependent nature. This paper aims to estimate the price of arithmetic average Asian call options using Standard Monte Carlo and Control Variate methods. The underlying asset used in this paper is the daily closing price of Allstat Inc. stock from 24 May 2023 until 24 May 2024. The calculation results with the Standard Monte Carlo yielded a call option price of $100.27 after 2000 simulations with a standard error of 0.0459. In contrast, the Control Variate yielded $100.3165 after 50 simulations with a standard error of 0.0018. The results show that the Control Variate method demonstrates a significant improvement in convergence speed compared to the Standard Monte Carlo method. This research can contribute to developing more efficient and precise estimating models for Asian options.