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I did find the error in the meantime. Was a sign error. And i was going over the solution for like 1000 times. Now it seems to work.As to why im doing this:My professor wants me to use a exact solution as reference value for this algorithm he wants me to implement as my master thesis. And since im using the Monte-Carlo solution of the arithmetic basket as reference value i wanted to see if theres something wrong with my Monte-Carlo algorithm or if the solution was wrong. I hope that clarifies it.
I did find the error in the meantime. Was a sign error. And i was going over the solution for like 1000 times. Now it seems to work.
As to why im doing this:
My professor wants me to use a exact solution as reference value for this algorithm he wants me to implement as my master thesis. And since im using the Monte-Carlo solution of the arithmetic basket as reference value i wanted to see if theres something wrong with my Monte-Carlo algorithm or if the solution was wrong. I hope that clarifies it.
