- Analytic Approximation for Bachelier Option Prices and Applications
2026/05/03 by Elisa Alòs, Òscar Burés · 1 voice
Economics, Econometrics and Finance · #Asset (computer security) #Control variates #Diverse Specialized Academic Research #Economic theories and models #Financial asset #Implied volatility #Monte Carlo method #Stochastic processes and financial applications #Stochastic volatility #Taylor series #Variance (accounting) #Volatility (finance) #q-fin.CP
- Multi-Source Causal Inference Using Control Variates
2021/03/30 by Wenshuo Guo, Guo, Wenshuo, Serena Wang +8 · 4 citations
Computer Science · Mathematics · #Advanced Causal Inference Techniques #Artificial intelligence #Bayesian probability #Causal inference #Computer science #Construct (python library) #Control variates #Data mining #Identifiability #Inference #Machine learning #Mathematics #Observational study #Outcome (game theory) #Random variable #Random variate #Randomized experiment #Selection (genetic algorithm) #Selection bias #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics #Variance (accounting) #cs.LG #stat.ME #stat.ML
- The accuracy of the Gaussian approximation to the sum of independent variates
1941/01/01 by Andrew Berry · 809 citations
Mathematics · Physics and Astronomy · #advanced mathematical theories #Statistical and numerical algorithms #Statistical Mechanics and Entropy #Mathematics #Statistics #Gaussian #Applied mathematics #Control variates #Monte Carlo method #Markov chain Monte Carlo