financialkit.monte_carlo#
Crude Monte Carlo with error bars, stratification, importance sampling, antithetic, control and moment-matched variates, Latin hypercubes, Halton and Sobol QMC, likelihood-ratio and pathwise Greeks, and multilevel Monte Carlo.
History
The foundational breakthroughs behind this subpackage, linked to the implementation.
Examples
Runnable tutorials and the full example gallery.
API reference
Every public class and function.