Interface  Description 

ControlVariates.Estimator 
Class  Description 

AntitheticVariates 
The antithetic variates technique consists, for every sample path obtained, in taking its
antithetic path  that is given a path \(\varepsilon_1,\dots,\varepsilon_M\) to also take, for
example, \(\varepsilon_1,\dots,\varepsilon_M\) or \(1\varepsilon_1,\dots,1\varepsilon_M\).

CommonRandomNumbers 
The common random numbers is a variance reduction technique to apply when we are comparing two
random systems, e.g., \(E(f(X_1)  g(X_2))\).

ControlVariates 
Control variates method is a variance reduction technique that exploits information about the
errors in estimates of known quantities to reduce the error of an estimate of an unknown
quantity.

ImportanceSampling 
Importance sampling is a general technique for estimating properties of a particular
distribution, while only having samples generated from a different distribution rather than the
distribution of interest.

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