antithetic-variates

There are 0 repository under antithetic-variates topic.

anitamezzetti / Heston_option_pricing
Machine Learning for Finance (FIN-418 EPFL) final project: Comparison of different option pricers for the Heston model
heston-model machine-learning monte-carlo antithetic-variates nn
Language:Jupyter Notebook 7
anthonyli01 / Advanced-Simulation-Methods
This project focuses on applying advanced simulation methods for derivatives pricing. It includes Monte-Carlo, Variance Reduction Techniques, Distribution Sampling Methods, Euler Schemes, and Milstein Schemes.
acceptance-rejection antithetic-variates control-variates euler-schemes inverse-transform-method milstein monte-carlo stratified-sampling variance-reduction von-neumann derivatives-pricing
Language:Jupyter Notebook 2
andreagrbic / master_rad_matf
Vrednovanje azijskih opcija
antithetic-variates control-variates finance financial-mathematics monte-carlo-simulation montecarlo-simulation option-pricing options asian-option exotic-option
Language:R 1
onurboyar / VarRedOpt
An R Library published on CRAN for variance reduction algorithms.
asian-option antithetic-variates variance-reduction simulation importance-sampling
Language:R 1
anthonyli01 / R-Derivatives-Pricing
University Project: simulation techniques to price derivatives. It will involve Monte-Carlo, variance-reduction techniques, and advanced simulation methods.
antithetic-variates control-variates derivatives-pricing monte-carlo stratified-sampling variance-reduction inverse-transform-method von-neumann
0
ReshiAdavan / Optio
options pricing engine
antithetic-variates binomial-tree cpp heston-model monte-carlo-simulation options trinomial-tree volatility
Language:C++ 0
siavashtab / SampSimu
Sampling and resampling techniques for random sample generation, estimation, and simulation
python sampling sampling-methods latin-hypercube-sampling antithetic-variates monte-carlo-sampling estimate simulation bootstrap jackknife resampling resampling-methods monte-carlo
Language:Python 0
JRigh / Antithetic-Variates
Antithetic Variates for Monte Carlo Variance Reduction
antithetic-variates computational-statistics monte-carlo variance-reduction r
Language:R