Lecture Computational Finance / Numerical Methods 10-02: Monte-Carlo 10: Acceptance-Rejection Method
Channel: finmath
Date: 2020-06-09

Lecture on Computational Finance / Numerical Methods for Mathematical Finance. Session 10-02: Monte-Carlo Method: Generation of Random Number Sequences with given Distribution (3/4)

The tenth session on the Monte-Carlo method. Generation of random number sequences with given (non-uniform) distribution.

- Acceptance-rejection-method