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  "Title": "A Framework for Variance Reduction",
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  "Authors@R": "c(person(given = \"Onur\",\nfamily = \"Boyar\",\nrole = c(\"aut\", \"cre\"),\nemail = \"boyaronur@gmail.com\"),\nperson(given = \"Wolfgang\",\nfamily = \"Hörmann\",\nrole = c(\"aut\"),\nemail = \"hormannw@boun.edu.tr\")\n)",
  "Description": "In order to make it easy to use variance reduction\nalgorithms for any simulation, this framework can help you. We\npropose user friendly and easy to extend framework. Antithetic\nVariates, Inner Control Variates, Outer Control Variates and\nImportance Sampling algorithms are available in the framework.\nUser can write its own simulation function and use the Variance\nReduction techniques in this package to obtain more efficient\nsimulations. An implementation of Asian Option simulation is\nalready available within the package. See Kemal Dinçer Dingeç &\nWolfgang Hörmann (2012) <doi:10.1016/j.ejor.2012.03.046>.",
  "License": "GPL-2",
  "Encoding": "UTF-8",
  "RoxygenNote": "7.1.1",
  "Repository": "https://onurboyar.r-universe.dev",
  "Date/Publication": "2020-12-06 20:25:47 UTC",
  "RemoteUrl": "https://github.com/onurboyar/varredopt",
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  "Author": "Onur Boyar [aut, cre],\nWolfgang Hörmann [aut]",
  "Maintainer": "Onur Boyar <boyaronur@gmail.com>",
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    "importance-sampling",
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