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LowerUpperTriangleDecomposition ,此演算法用來把對偁矩陣變成一個下三角矩陣、對角矩陣、此下三角矩陣的轉置矩陣的乘積.精神上和把內積向量空間由一組基底產生othgonal基底的演算法是一樣的;機率變數空間可以變成一個內積向量空間只要定義內積為covariance. MultiDimensionMargrabe ,Margrabe formula的多維度延伸. Model-free Approach of Derivative Pricing How to simulate the product of two wiener process How to set up N symmetric random variables whose sum is always zero General antithetic method of random variables quantum double slit and quantum entangle 小屁孩的雙狹縫實驗 structure of random...
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