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How does one estimate the error of a Monte Carlo simulation, for example, of the price of a European call under the Heston model with a given step size and number of paths?

Hans
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    This might be helpful: https://quant.stackexchange.com/questions/22153/how-many-monte-carlo-runs-do-i-need-for-pricing-a-call – phdstudent May 04 '18 at 11:53
  • @phdstudent: Thanks for the link. I find this https://quant.stackexchange.com/a/21769/6686 which bcf links to in his answer to your cited question is more relevant. However, this still does not directly answer the question of the error bound on the mean of the simulation. – Hans May 04 '18 at 19:34

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