trajectory with known ending point
Posted: August 31st, 2011, 6:10 pm
hello. i have a simulation question: how would you simulate the trajectories of an asset, for example SPX, where the start price is known, the ending price is known and the targeted volatility of the simulated trajectories is known as well. The thing is that all trajectories must finish at a specific pre-determined ending price.many thanks, niki