Growing Actin Network

[mpenseli]

hey jimmy, - undergrad here. i'm running some monte carlo sims on the Euler method to generate terminal stock price values (which are then used to price derivatives) on a series of paths. As part of my analysis, i want to bring forth as interesting argument for reaching some optimal sim routine based of time step length and no of sims. Any ideas of how I can go abt it. cheers M.

[manplatypusman]

Hi there, I am sorry that I have just noticed your comment now today. To suggest you something indeed I need to know what kind of system you are trying to simulate. if you can describe it more I may help better. As a very quick comment, GILLESPIE algorithm in general can handle every stochastic system. Maybe you want to check about it.