Variance Reduction: Quasi Monte Carlo & Antithetic technique
5 mins read Speeding up convergence. Using Quasi Monte Carlo & Antithetic techniques In the past we have looked at Monte Carlo Simulation:
5 mins read Speeding up convergence. Using Quasi Monte Carlo & Antithetic techniques In the past we have looked at Monte Carlo Simulation:
4 mins read Variance Reduction tools for Monte Carlo Simulation. Monte Carlo simulation techniques are a useful tool in finance for pricing options