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by rainingday
April 26th, 2007, 2:02 pm
Forum: The Quantitative Finance FAQs Project
Topic: How can I simulate correlated random numbers?
Replies: 34
Views: 324689

How can I simulate correlated random numbers?

<t>Hi, I have same question as you. Do you have any solution now? I am eager to know your answer soon.Thanks!QuoteOriginally posted by: xyzyangA more challenging question on how to generate correlated random nubmers. From the discussion it is quite simple, at least theoretically, to generate correla...