Antithetic Variate
Key Antithetic Variate in Model[Variance Swap] refers to a boolean determining whether the "Antithetic Variate" technique is used or not.
For a discussion on Antithetic Variate in Monte Carlo click here
Key Antithetic Variate in Model[Variance Swap] refers to a boolean determining whether the "Antithetic Variate" technique is used or not.
For a discussion on Antithetic Variate in Monte Carlo click here