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Variance Reduction by Antithetic Variates. A simple and

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Variance Reduction by Antithetic Variates. A simple and widely used technique for increasing the efficiency and accuracy

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Variance Reduction by Antithetic Variates. A simple and widely used technique for increasing the efficiency and accuracy of Monte Carlo simulations in certain situations with little additional increase in computational complexity is the method of antithetic variates. For each k = 1,

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