I want to generate a mock price series. I want it to be within a certain range and have a defined correlation with the original price series. If I choose, say, oil, I want as many time series which ...
There is a plethora of pseudo-random-generators out there. Some of them are definetly better and some of them severily underperform. My standard tool is Mersenne Twister - when I need to generate ...
Does anybody know how to use the Halton pseudo random technique in monte carlo simulation. I'm able to generate the sequences and I know they are correct. I checked a couple of numbers from different ...