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13:25
YouTube
QuantPy
Monte Carlo Variance Reduction with Antithetic Variates | Option Pricing Accuracy
In this tutorial we will investigate ways we can reduce the variance of results from a Monte Carlo simulation method when valuing financial derivatives. Monte Carlo simulations is a way of solving probabilistic problems by numerically simulating many possible scenarios so that you may calculate statistical properties of the outcomes, such as ...
13.1K views
Jan 26, 2022
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