quantlib-stochastic

Multilevel Mc

Multilevel Monte Carlo estimation

post/quantlib/stochastic/simulation/multilevel-mc

Request

  • Base URL: https://api.fincept.in (the document declares no server; this is the origin it was published from)
  • URL: https://api.fincept.in/quantlib/stochastic/simulation/multilevel-mc
  • Auth: API key in header X-API-Key

Request body

x0number
Tnumber
munumber
sigmanumber
n_levelsinteger
n_samples_per_levelinteger

Response

Successful Response

unknown required

Changes

No recorded changes to this operation across all 1 revision of this API.