This question is probably for maple devs...
I was wondering if it would be possible to outline what algorithm is used to generate replications (realizations) for various processes by the Finance:-SamplePath command (and friends). For example in the code like this:
X := WienerProcess();
A := SamplePath(X(t), t = 0 .. 1, timesteps = 100, replications = 20);
Is it the Euler-Maruyama method?
Alternatively maybe you can show the portion of the code that is responsible for the integration of the SDE that the Wiener process defines.
I can't find any details related to this information in the help, and it would be very helpful to know this (and more importantly have it in the help section).