Monte Carlo Kernels

This module contains JIT-compiled (numba) kernels for simulating the SDE paths of different financial models.

__doc__ = '\nThis module contains JIT-compiled (`numba`) kernels for simulating the SDE\npaths of different financial models. These functions are designed for performance.\n' module-attribute

JIT-compiled kernel for BSM SDE simulation. d(logS) = (r - q - 0.5sigma^2)dt + sigmadW