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…strategy for variance reduction
Removed the project title from the README.
…te carlo simulations
…g of number of testing threads
…thread Changed Manager.hpp to be templated on which variance reduction strategies you're using instead of std::variant to accomodate for making the Simulator class be the manager of the thread for each simulation
…ts a little bit ago
- Implement GeometricBrownianMotion stochastic process - Add EulerMaruyama and GBMExact numerical schemes - Create Payoff classes (EuropeanCall, EuropeanPut) - Add RandomGenerator for N(0,1) sampling - Build Simulator to orchestrate MC simulations - Validate against Black-Scholes pricing - Achieve <2% error with 10k simulations
Absolutely no offense meant lol
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