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Update simulations.py#4

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makiolo wants to merge 1 commit intoromanmichaelpaolucci:mainfrom
makiolo:patch-1
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Update simulations.py#4
makiolo wants to merge 1 commit intoromanmichaelpaolucci:mainfrom
makiolo:patch-1

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@makiolo
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@makiolo makiolo commented Oct 31, 2023

for looks duplicated.

for looks duplicated.
@romanmichaelpaolucci
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Thank you for catching this. Can you please share analytical and simulated prices (the old code with n simulations and the new code with n*n simulations) to verify?

@makiolo
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makiolo commented Nov 2, 2023

Perfect, give me a few days, and i confirm if this is ok.

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2 participants