Here is some explanation for the Monte Carlo simulations.
- For some of the multi-factor models, one should provide the Initial Value as a comma-separated list of the vector components.
- The models with initial values having more than one component are: SchwartzSmith(init bm(log), init ou(log)), HestonEulerFullTruncation(init val, init variance), and HestonEulerSpotExactVar(init val, init variance).