Search for tag: "antithetic variables"

Thumbnail for Lectures 53-54: variance reduction techniques

Lectures 53-54: variance reduction techniques

duration 1 hour 41 minutes

Lectures 53-54: variance reduction techniques

Lectures 53-54: variance reduction techniques

Lectures 53-54: variance reduction techniques

Variance reduction techniques: control variables, antithetic variables,importance sampling. Implementation in VBA.

monte carlo method
+6 More
From  Tiziano Vargiolu 18 plays 0