Lecture 2022-1 (18): Numerical Methods: Random Number Generation 8: Acceptance-Rejection Method 2
Channel: finmath
Date: 28/06/2022

Lecture 2022-1: Session 18: Numerical Methods for Mathematical Finance: Random Number Generation 8: Generating Other Distributions 4: Acceptance-Rejection Method 2

- Inhomogeneous Exponential Distribution
- Normal Distribution
- Code Session and Numerical Experiment
- Interpretation and Intuition