GitHub - anthonyli01/R-Derivatives-Pricing: University Project: simulation techniques to price derivatives. It will involve Monte-Carlo, variance-reduction techniques, and advanced simulation methods.

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University Project: simulation techniques to price derivatives. It will involve Monte-Carlo, variance-reduction techniques, and advanced simulation methods.

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University Project: simulation techniques to price derivatives. It will involve Monte-Carlo, variance-reduction techniques, and advanced simulation methods.

von-neumann monte-carlo variance-reduction derivatives-pricing stratified-sampling control-variates antithetic-variates inverse-transform-method

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