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latestOpenAPI 3.0.1Apache 2.02026-07-2623201.3 MB

Assets / Monte Carlo Returns Simulation

Gaussian Distribution

Simulate asset returns using a Gaussian distribution, optionally subject to an exact sample mean and (biased) sample variance constraint.

References

post/assets/returns/simulation/monte-carlo/gaussian

simulationsinteger

The number of simulations to perform

simulationsLengthinteger

The number of time period(s) to simulate per simulation