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This repository contains a Jupyter notebook with examples related to importance sampling for the pricing of options. It is a mix of examples from Glasserman's book "Monte Carlo Methods for Financial Engineering" and his paper "Importance and Stratified Sampling for Pricing Path-Dependent Options".

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Importance sampling for options

IMPORTANT NOTE: Github's servers sporadically don't render the Jupyter notebooks. If that's the case, then you can still view the notebook by copy-pasting its URL at https://nbviewer.jupyter.org/.

This repository contains a Jupyter notebook with examples related to importance sampling for the pricing of options. It is a mix of examples from Glasserman's book "Monte Carlo Methods for Financial Engineering" and his paper "Importance and Stratified Sampling for Pricing Path-Dependent Options".

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This repository contains a Jupyter notebook with examples related to importance sampling for the pricing of options. It is a mix of examples from Glasserman's book "Monte Carlo Methods for Financial Engineering" and his paper "Importance and Stratified Sampling for Pricing Path-Dependent Options".

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