An R package for auxiliary information-assisted estimation and inference for survival analysis with both low and high dimensional covariates.
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Sep 16, 2025 - R
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control-variate
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Monte Carlo pricing of basket options with variance reduction techniques based on the work of Curran (1994) and Yongchao Sun and Chenglong Xu (2018), including a full report.
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Aug 21, 2025 - Jupyter Notebook
This project provide a practical Python implementation of the CV enhanced CRR binomial tree pricing algorithm proposed on the publication C Chiu, T Dai, Y Lyuu, L Liu, Y Chen, *Option pricing with the control variate technique beyond Monte Carlo simulation*, The North American Journal of Economics and Finance, Volume 62, 2022, Article 101772,
option-pricing black-scholes binomial-tree american-put control-variates american-put-option control-variate
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Feb 14, 2026 - Jupyter Notebook
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