Timeline for Should we apply practical constraints on the distribution of monte carlo paths?
Current License: CC BY-SA 3.0
2 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 27, 2012 at 18:16 | comment | added | Brian B | Once one starts eliminating paths, one also has a solver that will no longer agree with analytic computations of, say, caplet values. | |
| Jan 27, 2012 at 4:58 | history | answered | adam | CC BY-SA 3.0 |