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monte-carlo

Mandelbrot Set: Shallow-Regime Sampling Optimizations

Conservative interior tests for the Mandelbrot set — exact cardioid and period-2 checks plus Monte-Carlo-calibrated period-3 disks — that eliminate ~40% of iteration work with zero false positives.

Monte Carlo Methods for Option Pricing

Monte Carlo simulation for pricing European, digital and Asian options under Black-Scholes dynamics. Covers convergence properties, antithetic variates, bump-and-revalue sensitivity estimation, and control variates for variance reduction.