diff options
Diffstat (limited to 'option.cpp')
| -rw-r--r-- | option.cpp | 3 |
1 files changed, 2 insertions, 1 deletions
@@ -52,9 +52,10 @@ struct quasi_option : public generator<double> seed[i]=U(); X[i] = gsl_cdf_gaussian_Pinv(frac_part(seed[i]+X[i]), 1); } + sum += payoff(X); //std::cout<<X[i]<<std::endl; } - sum += payoff(X); + return sum/n; }; |
