Control variates

#	Item
11	Confidence Intervals for Quantiles When Applying Variance-Reduction Techniques Fang Chu1 Marvin K. Nakayama2 Add to Reading List Source URL: www-old.newton.ac.uk Language: English - Date: 2013-02-25 08:47:21 Statistical inference Normal distribution Measurement Quantile Importance sampling Control variates Confidence interval Statistics Monte Carlo methods Summary statistics
12	PDF Document Add to Reading List Source URL: media.wiley.com Language: English - Date: 2013-08-26 16:18:14 Statistics Control variates Option style Option Barrier option Black–Scholes Discretization error Bond option Variance reduction Options Financial economics Finance
13	Monte Carlo Simulation: IEOR E4703 c 2004 by Martin Haugh Add to Reading List Source URL: www.columbia.edu Language: English - Date: 2004-10-14 14:27:51 Computational statistics Econometrics Control variates Randomness Antithetic variates Variance Covariance Importance sampling Confidence interval Statistics Monte Carlo methods Variance reduction
14	PDF Document Add to Reading List Source URL: www.bus.lsu.edu Language: English - Date: 2011-01-11 17:39:28 Options Mathematical finance Randomness Monte Carlo methods Investment Variance reduction Binomial options pricing model Control variates Black–Scholes Statistics Probability and statistics Financial economics