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Monte-Carlo Engine, seed parameter implementation and new numerical schemes for SDEs
- #270
#270
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avhz
merged 5 commits into
avhz:main
avhz/RustQuant:main
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yfnaji:monte-carlo
yfnaji/RustQuant:monte-carlo
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Apr 26, 2025
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Monte-Carlo Engine, seed parameter implementation and new numerical schemes for SDEs
#270
avhz
merged 5 commits into
avhz:main
avhz/RustQuant:main
from
yfnaji:monte-carlo
yfnaji/RustQuant:monte-carlo
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Commits
Commits on Mar 13, 2025
Major overhaul: monte_carlo() to become the standard simulation method, replacing euler_maruyama()
yfnaji
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4211bbd
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Centralise Monte-Carlo engine in a separate module
yfnaji
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Move fractional stochastic functionalities to a dedicated module + amend logic to keep same functionality with easier intuition
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Amend stochastic processes to utilise dedicate Monte-Carlo engine
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Commits on Mar 17, 2025
Amend all references to monte_carlo():
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