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Update basket.py
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Diff for: py/HW2/option_models/basket.py

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@@ -54,7 +54,7 @@ def basket_price_mc_cv(
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def basket_price_mc(
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strike, spot, vol, weights, texp, cor_m,
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intr=0.0, divr=0.0, cp=1, bsm=True, n_samples = 10000
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intr=0.0, divr=0.0, cp=1, bsm=True, n_samples = 100000
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):
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basket_check_args(spot, vol, cor_m, weights)
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