We investigate the use of Antithetic Variables, Control Variates and Importance Sampling to reduce the statistical errors of option sensitivities calculated with the Likelihood Ratio Method in Monte Carlo. We show how Antithetic Variables solve the well-known problem of the divergence of the variance of Delta for short maturities and small volatilities. With numerical examples within a Gaussian...

the present study was an attempt to investigate varieties of cloze test and c-test as measures of reading comprehension ability. it aimed at comparing the performances of subjects on different cloze and c-test forms constructed from the same passage. to this end, five versions of cloze test and two versions of c-test were developed by applying different deletion techniques and deletion rates, a...