Package org.drip.sample.mcintegral

Rd to R1 Numerical Monte-Carlo Integration
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    SamplingAsymptoticsComparison
    SamplingAsymptoticsComparison Compares the Asymptotics of Stratified vs.
    StratifiedSamplingAsymptotics
    StratifiedSamplingAsymptotics illustrates the Asymptotics of Stratified Sampling Monte-Carlo Integration of Rd to R1 Objective Function.
    StratifiedSamplingIntegration
    StratifiedSamplingIntegration illustrates Stratified Sampling Monte-Carlo Integration of Rd to R1 Objective Function.
    UniformSamplingAsymptotics
    UniformSamplingAsymptotics illustrates Asymptotics for Uniformly Sampled Monte-Carlo Integration of Rd To R1 Objective Function.
    UniformSamplingIntegration
    UniformSamplingIntegration illustrates Uniformly Sampled Monte-Carlo Integration of Rd To R1 Objective Function.