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Wrong Co in Antithetic Variate Notebook #3

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AlvaroMaza opened this issue Dec 21, 2023 · 1 comment
Open

Wrong Co in Antithetic Variate Notebook #3

AlvaroMaza opened this issue Dec 21, 2023 · 1 comment

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@AlvaroMaza
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Hello,

First of all, thanks for uploading these notebooks, your videos are super useful!

I was going through the Monte Carlo Variance Reduction with Antithetic Variates one, and I have noticed that there is a small misspelling in a print:

When you compare it with the solution without the Antithetic Variance, you should print:

print("Call value is ${0} with SE +/- {1}".format(np.round(C0w,2),np.round(SE,2)))

instead of

print("Call value is ${0} with SE +/- {1}".format(np.round(C0,2),np.round(SE,2)))

I know it is a very small issue, but it makes the plot not match the number printed, and I was finding it confusing until I found this

@AlvaroMaza
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btw SE needs also the same change

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