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Re:Julia vs. Python: Monte Carlo Simulations of Bitcoin Options by sirsar on Saturday March 22, 2014 @10:25PM (#7451844)
This bothered me as well. That's a 3.6% error, which is far from negligible. Was the main problem too few trials?
Re:Julia vs. Python: Monte Carlo Simulations of Bitcoin Options by rawrjustin on Saturday March 22, 2014 @11:35PM (#7452000)
the problem seems to be too few trials. 10x the number of paths and the calculations for both languages converge on around 361ish