Control variates: Difference between revisions

No change in size ,  8 months ago
Control variates doesn't change expectation dramatically. Show the same expectation to avoid confusion. The difference between expectations in previous version must come from different MC simulations used in classical estimate vs control variate. But ideally you should use the same MC paths for comparison.
(Undid revision 870859229 by 141.45.207.196 (talk))
(Control variates doesn't change expectation dramatically. Show the same expectation to avoid confusion. The difference between expectations in previous version must come from different MC simulations used in classical estimate vs control variate. But ideally you should use the same MC paths for comparison.)
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