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Add randomized Sobol quasi-Monte Carlo for Asian options (#19) - #398
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Summary
Closes #19.
EquityAsianOption.value_mc_sobol(...), using scrambled Sobol Gaussian samples and antithetic equity paths.num_paths = 2 * num_scrambles * 2**mwithm >= 1to preserve Sobol's balancedrandom_base2design.Tests
Local pytest: 44 passed across
test_asian_sobol_qmc.pyand the existingtest_FinEquityAsianOption.py.Independent numerical smoke check for a 1-year call (24 annual observations, 20% volatility): randomized Sobol 8,192 paths = 6.59974 (replicate SE 0.02757); existing control-variate MC 100,000 paths = 6.56533 (IID SE 0.00061). This comparison is a sanity check, not a speed/convergence superiority claim.
Branch based directly on upstream master
c420937fcec7d9d6382d8cbab0705303db59929c.CI results pending.