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sample_paths_1d

rustyqlib::core::montecarlo::paths

Function sample_paths_1d 

Source 
pub fn sample_paths_1d<P: StochasticProcess1D>(
    process: &P,
    x0: f64,
    scheme: DiscretizationScheme,
    cfg: &SampleConfig,
) -> Paths
Expand description

Simulate paths of a scalar process from x0 under the given discretization scheme.