From bb87c9576a735fe9827db0d27d180b47f9884161 Mon Sep 17 00:00:00 2001 From: Bertrand Date: Tue, 12 Apr 2016 16:58:43 +0000 Subject: suite nettoyage, écriture exemple normale rqmc, transformation de la fonction monte_carlo en quasi_mean MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- src/option.cpp | 26 +------------------------- 1 file changed, 1 insertion(+), 25 deletions(-) (limited to 'src/option.cpp') diff --git a/src/option.cpp b/src/option.cpp index 918e735..c50a7bf 100644 --- a/src/option.cpp +++ b/src/option.cpp @@ -6,31 +6,7 @@ double pos (double x){ } -int main(){ - init_alea(1); - asian_option A(0.05, 1.0, 50.0, 0.1, 16, 45); - int N= 10000; - - int d =16; - - - std::vector result(3); - result = monte_carlo(100, quasi_option (N, d, A)); - for(int i =0; i<3; i++){ - std::cout< result2(3); - result2 = monte_carlo(100, quasi_option (N, d, A)); - for(int i =0; i<3; i++){ - std::cout<