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View Code? Open in Web Editor NEWRepository for course Applied Stochastic Processes,mainly focusing on option model.
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HW 4 Grading
Score: 5 / 5
However,
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In RN generation,
znorm_m = np.random.normal(size=(strike.size, self.time_steps, 2, self.n_samples)), strike dimension is unnecessary. You can reuse one simulation for all strikes -
You can vectorize the conditional MC simulation.
HW 3 Grading
Score: 5 / 5
I simplified your code: 65d95f9
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