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Implementation of state saving of stochastic modules series #227

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masanorihirano opened this issue Aug 18, 2021 · 0 comments
Open

Implementation of state saving of stochastic modules series #227

masanorihirano opened this issue Aug 18, 2021 · 0 comments
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enhancement New feature or request

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@masanorihirano
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To pricing of options at the middle of the duration, hidden state of price time series generation should be accessible because the simulation should be started with the hidden state as init state of future unknown price time-series simulation.
@ghost ghost added the enhancement New feature or request label Aug 23, 2021
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