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avhz / RustQuant Public

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Monte-Carlo Engine, seed parameter implementation and new numerical schemes for SDEs#270

Merged

avhz merged 5 commits intoavhz:mainavhz/RustQuant:mainfrom

yfnaji:monte-carloyfnaji/RustQuant:monte-carloCopy head branch name to clipboard

Apr 26, 2025

Conversation Commits5 (5)Checks Files changed

Merged

Monte-Carlo Engine, seed parameter implementation and new numerical schemes for SDEs#270
avhz merged 5 commits intoavhz:mainfrom
yfnaji:monte-carlo

Commits

Commits on Mar 13, 2025

Major overhaul: monte_carlo() to become the standard simulation method, replacing euler_maruyama()
yfnaji
committed
Centralise Monte-Carlo engine in a separate module
yfnaji
committed
Move fractional stochastic functionalities to a dedicated module + amend logic to keep same functionality with easier intuition
yfnaji
committed
Amend stochastic processes to utilise dedicate Monte-Carlo engine
yfnaji
committed

Commits on Mar 17, 2025

Amend all references to monte_carlo():
yfnaji
committed

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