public static double[] simulateHist(int steps, double initialPrice, int seed, IDescretized bm) { Random r = new Random(); double[] result = new double[steps]; RandomGen randomNorm = new RandomGen(seed); result[0] = initialPrice; for (int i = 1; i < steps; ++i) { result[i] = bm.NextPrice(result[i - 1], randomNorm.NextDouble(bm.mean, bm.sigma)); } return result; }
public static double simulate(int steps, double initialPrice, int seed, IDescretized bm) { double result = initialPrice; RandomGen randomNorm = new RandomGen(seed); for (int i = 0; i < steps; ++i) { result = bm.NextPrice(result, randomNorm.NextDouble(bm.mean, bm.sigma)); } return result; }