Antithetic variates

Results: 5



#Item
1Economics / Mathematical finance / Computational statistics / Monte Carlo methods / Econometrics / Antithetic variates / Control variates / Futures contract / Linear regression / Statistics / Financial economics / Options

Mathematics-in-Industry Case Studies Journal, Volume 2, ppOptimized Least-squares Monte Carlo for Measuring Counterparty Credit Exposure of American-style Options Kin Hung (Felix) Kan

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2015-03-23 09:45:54
2Variance reduction / Statistical theory / Computational statistics / Antithetic variates / Variance / Estimator / Control variates / Efficiency / Normal distribution / Statistics / Monte Carlo methods / Estimation theory

Baseline: Practical Control Variates for Agent Evaluation in Zero-Sum Domains Joshua Davidson, Christopher Archibald and Michael Bowling {joshuad, archibal, bowling}@ualberta.ca Department of Computing Science University

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Source URL: poker.cs.ualberta.ca

Language: English - Date: 2013-08-20 15:50:17
3Randomness / Variance reduction / Computational statistics / Antithetic variates / Algebra of random variables / Control variates / Variance / Normal distribution / Random variate / Statistics / Probability and statistics / Monte Carlo methods

PDF Document

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Source URL: jveness.info

Language: English - Date: 2012-02-02 15:47:56
4Randomness / Variance reduction / Computational statistics / Antithetic variates / Algebra of random variables / Control variates / Variance / Normal distribution / Random variate / Statistics / Probability and statistics / Monte Carlo methods

Variance Reduction in Monte-Carlo Tree Search Joel Veness University of Alberta Marc Lanctot University of Alberta

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Source URL: webdocs.cs.ualberta.ca

Language: English - Date: 2012-03-21 23:53:44
5Computational statistics / Econometrics / Control variates / Randomness / Antithetic variates / Variance / Covariance / Importance sampling / Confidence interval / Statistics / Monte Carlo methods / Variance reduction

Monte Carlo Simulation: IEOR E4703 c 2004 by Martin Haugh

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Source URL: www.columbia.edu

Language: English - Date: 2004-10-14 14:27:51
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