Control variates: Difference between revisions

Control variates (edit)

Revision as of 06:54, 28 April 2020

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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.

Maclauring

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Revision as of 13:58, 27 November 2018 (edit) 141.45.207.196 (talk) (Undid revision 870859229 by 141.45.207.196 (talk)) Tag: Undo ← Previous edit		Revision as of 06:54, 28 April 2020 (edit) (undo) Maclauring (talk \| contribs) (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.) Next edit →
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