more euler heston paths

aleCombi · aleCombi · commit 7fd8d8e1a9d3 · 2025-07-12T18:13:56.000+02:00
diff --git a/test/agreement/montecarlo_heston.jl b/test/agreement/montecarlo_heston.jl
@@ -190,7 +190,7 @@ using Random
     mc_euler_method = MonteCarlo(
         HestonDynamics(),
         EulerMaruyama(),
-        SimulationConfig(num_paths; steps=200, seeds=seeds, variance_reduction=Hedgehog.Antithetic())
+        SimulationConfig(5*num_paths; steps=200, seeds=seeds, variance_reduction=Hedgehog.Antithetic())
     )
     solution_euler = solve(problem, mc_euler_method)
     price_euler = solution_euler.price

Original file line number	Diff line number	Diff line change
`@@ -190,7 +190,7 @@ using Random`
`190`	`190`	`mc_euler_method = MonteCarlo(`
`191`	`191`	`HestonDynamics(),`
`192`	`192`	`EulerMaruyama(),`
`193`		`- SimulationConfig(num_paths; steps=200, seeds=seeds, variance_reduction=Hedgehog.Antithetic())`
	`193`	`+ SimulationConfig(5*num_paths; steps=200, seeds=seeds, variance_reduction=Hedgehog.Antithetic())`
`194`	`194`	`)`
`195`	`195`	`solution_euler = solve(problem, mc_euler_method)`
`196`	`196`	`price_euler = solution_euler.price`