Copper Options Monte Carlo

[Español](README.es.md) | English

Code and method Full README

This page shows the project's results. The methodology, the design decisions and the limitations are documented in the repository's README.

Variance reduction, measured as a controlled A/B

Standard error by configuration and model — Each bar is compared against the plain-MC baseline of its own model, which

The control variate was biasing every Schwartz price

Schwartz call price against the equilibrium level — The red curve is the model doing its job, re-measured live by the figure

A standard-error bug this measurement exposed

Measured speedup against perfect linear scaling

Tests

Standard error against path count, log-log — The convergence check as a picture: the measured errors sit on the theoretical