16 lines
229 B
C
16 lines
229 B
C
#ifndef GBM_MC
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#define GBM_MC
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#include <time.h>
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struct Option;
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double gbm_simulation(double spot, double rfr, double vol, double tte, double rand);
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void *run_simulation(void *opt_ptr);
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void gbm(struct Option *opt);
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#endif
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