inverse-transform-method
There are 0 repository under inverse-transform-method topic.
TatevKaren / mathematics-statistics-for-data-science
Mathematical & Statistical topics to perform statistical analysis and tests; Linear Regression, Probability Theory, Monte Carlo Simulation, Statistical Sampling, Bootstrapping, Dimensionality reduction techniques (PCA, FA, CCA), Imputation techniques, Statistical Tests (Kolmogorov Smirnov), Robust Estimators (FastMCD) and more in Python and R.
Language:R 106anthonyli01 / 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.
Language:Jupyter Notebook 1University Project: simulation techniques to price derivatives. It will involve Monte-Carlo, variance-reduction techniques, and advanced simulation methods.
0cicirello / btpe-iterations
Experiments for paper: An Analysis of an Open Source Binomial Random Variate Generation Algorithm
Language:TeXgustavoerivero / SimulateResearch
Application that allows to make simulations following the Queuing Theory according to the Operations Research area, being more specific, with M/M/1/k models.
Language:TypeScriptmvulab / Inverse-Transform-Sampling
Simple commented code to understand the Inverse Transform Sampling approach
Language:Jupyter Notebook