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finmath / finmath-lib

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
Apache License 2.0
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Exception handling of multi-threaded Monte-Carlo simulation not informative. #55

Open cfries opened 6 years ago

cfries commented 6 years ago

If an exception occurs in a multi-threaded Monte-Carlo simulation inside ProcessEulerScheme the root cause shown in the output of the stack trace. This should be fixed.