High Quality Content by WIKIPEDIA articles! The antithetic variates method is a variance reduction technique used in Monte Carlo methods. Considering that the error reduction in the simulated signal (using Monte Carlo methods) has a square root convergence (standard deviation of the solution), a very large number of sample paths is required to obtain an accurate result. The antithetic variates technique consists, for every sample path obtained, in taking its antithetic path — that is given a path to also take . The advantage of this technique is twofold: it reduces the number of normal samples to be taken to generate N paths, and it reduces the variance of the sample paths, improving the accuracy.

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