A Monte Carlo simulation benchmark based on the Heston stochastic volatility model.
First time use:
balancebenchmark$ autoreconf --install && mkdir build && cd buildSubsequent builds:
build$ (cd .. && autoreconf) && ../configure CFLAGS="-g" && make check- Peter J. Acklam. http://home.online.no/~pjacklam/notes/invnorm/
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