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Lecture 6.1: Variance Reduction Techniques duration 24 minutes 40 seconds Lecture 6.1: Variance Reduction Techniques Lecture 6.1: Variance Reduction Techniques	Lecture 6.1: Variance Reduction Techniques • Importance sampling. • Stratification and Latin Hypercube Sampling, some words on Quasi-Monte Carlo. • Examples: application to some common financial contracts. variance reduction +4 More From Tiziano Vargiolu 1 plays 0
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

Lecture 6.1: Variance Reduction Techniques