Search for tag: "control variables"

Lecture 5-2: Variance Reduction Techniques

• Principles and rationale. • Control Variates

From  Tiziano Vargiolu 2 plays 0  

Lectures 53-54: variance reduction techniques

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

From  Tiziano Vargiolu 15 plays 0