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by nipon
October 18th, 2002, 6:53 am
Forum: Numerical Methods Forum
Topic: Monte Carlo & Cholesky Decomposition
Replies: 8
Views: 210161

Monte Carlo & Cholesky Decomposition

I'm trying to simulate stocks (may be 3 to 4 stocks) behaviour base on the monte carlo simulation. I'm not quiet sure how this could be done. is anyone done this before on the excel. Can you send this to me to nsan5@hotmail.comthank you