Stoopid Excel Solver question

InMyWoodenHut · August 24th, 2004, 9:45 am

Hi, I would like to generate several spot price paths with same start level, same end level, and same realised volatility. The thing is that the Excel solver only gives me one solution path when I run it. I would like to get several .... How do I do this ? Thanx.IMWH

lolillo · August 24th, 2004, 11:35 am

Do a search on brownian bridge.

InMyWoodenHut · August 24th, 2004, 11:53 am

thank you for the insight, but for the moment I will concentrate on the basic aspect of the question i.e. how to generate several spot paths with the conditions mentionned below ... Any clue on this ? ThxIMWH