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  • 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).