Out of curiosity, is it possible to make the function zero allocation? The output excludes compile time. using StatsPlots,Random, BenchmarkTools # using TimerOutputs Random.seed!(123) function createPath(S, r, sigma, T, n,sim) h = T / n u = exp((r - sigma^2/2)*h + sigma * sqrt(h)) d = e…

Reducing Allocation

Ajaychat3 August 28, 2019, 8:40am 5

@DNF: absolutely true that plotting uses much bigger allocation than the vector.

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