1.3 Simple Implementation of Monte Carlo call pricer

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1.3 Simple Implementation of Monte Carlo call pricer

Postby pzling » Mon Jan 16, 2012 11:36 pm

Hi

I have just implemented the code for the simple MC call pricer at section 1.3. The program runs but it doesn't return a solution. Specifically I don't think SimpleMonteCarlo1() is returning a result.

Also I don't think it's because the program is still processing as it successfully exits on the tmp input.

Any help would be much appreciated.

Thanks
pzling
 
Posts: 41
Joined: Sat Jan 14, 2012 8:52 pm

Re: 1.3 Simple Implementation of Monte Carlo call pricer

Postby pzling » Mon Jan 16, 2012 11:39 pm

Sorry, stupid mistake, forgot the result variable in cout.

Thanks
pzling
 
Posts: 41
Joined: Sat Jan 14, 2012 8:52 pm


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