R: A Framework for Variance Reduction

# A Framework for Variance Reduction

## Documentation for package ‘VarRedOpt’ version 0.1.0

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

BS_Asian_geom | Block Scholes for Geometric Asian Call Option
myq_asian | Block Scholes for Geometric Asian Call Option
myq_euclidean | Euclidean Distance
sim.AV | Function to apply Antithetic Variates Algorithm.
sim.GeometricAvg | An Outer Control Variate function for Asian Call Option.
sim.InnerCV | Function to apply Inner Control Variates Algorithm.
sim.IS | Function to apply Importance Sampling Algorithm.
sim.outer | Main function for VarRedOpt simulation framework.