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Post# of 42555
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Re: jrbscrazy post# 16562

Friday, 10/26/2007 4:01:52 AM

Friday, October 26, 2007 4:01:52 AM

Post# of 42555
Actually, I wrote a long email to the guy in Germany earlier tonight, and one of the things I talked about was a concern I have in using Monte Carlo methods. If they're used to simulate market prices, then they may not capture how those prices really behave. I would rather use actual market data than simulated data. But I may not really understand what he's doing though.

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