This project focuses on applying advanced simulation methods for derivatives pricing. It includes Monte-Carlo, Variance Reduction Techniques, Distribution Sampling Methods, Euler Schemes, and Milstein Schemes.
von-neumann
monte-carlo
variance-reduction
derivatives-pricing
stratified-sampling
control-variates
acceptance-rejection
antithetic-variates
euler-schemes
inverse-transform-method
milstein
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Updated
Jul 9, 2024 - Jupyter Notebook