This example compares alternative implementations
of a separable multivariate geometric Brownian motion process.
This example highlights the flexibility of refined
interpolation by implementing this power-of-two algorithm.
This example specifies a noise function to stratify
the terminal value of a univariate equity price series.
This example shows how to model the fat-tailed behavior of asset returns and assess the impact of alternative joint distributions on basket option prices.
This example shows how to improve the performance
of a Monte Carlo simulation using Parallel Computing Toolbox™.