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How to generate a random price series with a specified range and correlation with an actual price?
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 ...
Nov 28 '11 at 18:12
Suminda Sirinath Salpitikorala
newest simulations asset-pricing questions feed
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