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Projects in Awesome Lists tagged with variance-reduction

A curated list of projects in awesome lists tagged with variance-reduction .

https://github.com/jonathf/chaospy

Chaospy - Toolbox for performing uncertainty quantification.

gaussian-quadrature sensitivity-analysis sparse-grids uncertainty-quantification variance-reduction

Last synced: 02 Aug 2024

https://github.com/jerryxyx/MonteCarlo

A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM

cir-model control-varates hedge heston-model monte-carlo optimization option-pricing variance-reduction

Last synced: 31 Jul 2024