antithetic-variates

There are 7 repositories 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
Language:Jupyter Notebook6 1 02
andreagrbic/master_rad_matf
Vrednovanje azijskih opcija
Language:R1 1 00
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.
Language:Jupyter Notebook1 1 02
onurboyar/VarRedOpt
An R Library published on CRAN for variance reduction algorithms.
Language:R1 2 00
anthonyli01/R-Derivatives-Pricing
University Project: simulation techniques to price derivatives. It will involve Monte-Carlo, variance-reduction techniques, and advanced simulation methods.
0 1 00
siavashtab/SampSimu
Sampling and resampling techniques for random sample generation, estimation, and simulation
Language:Python0 1 01
JRigh/Antithetic-Variates
Antithetic Variates for Monte Carlo Variance Reduction
Language:R1 0