Up into my ignore list, silly woman! Bye bye!
Here*s a new bufixed version (v1.1). Now QuantLib passes the said test. Now also timeSteps=1 is made possible too. /*...
You are not qualified to judge about my work on GBM etc. Stock prices are not lognormal, you say? What a dummy you are. I'm doing statistics, not...
I can write a test framework program for you that uses simulated stock prices (ie. so called GBM data) in a Monte Carlo simulation. The advantage...
Completing/extending the above table: Expected HitRate% for 1SD around initial stock price for various GBM timeSteps: Expected HitRate% for 1SD...
Nevertheless that's an impressive analysis by that AI bot. It understands the problem domain clearly and comes up with a suggestion better than...
Ok, just posted the C++ test code incl. my findings (results):...
Here's C++ test code for testing QuantLib's GBM. It practically demonstrates and proves that QuantLib's GBM is indeed very buggy: /*...
I'm doing an exact math research, not looking for a questionable wishi washi quicky "solution" of yours. You seem not have grasped the problem in...
The topic of this thread is QuantLib. Then why do you suggest I should use something else? Illogical you are, you pseudo expert :)
Do you really mean Hitler's Austria, or rather Australia?... :-)
But then also compare the "cost of living"... :-)
BS, just read again.
@ph1l, thx, can you or your BingChat perform the said test here? The devil is in the detail: timeSteps (in above link it's called N) must be as...
Update on iPhone ban in China: " Apple’s 2-Day Slide Nears $200 Billion on China IPhone Curbs Shares tumble for second day, now below 100-day...
Just an update: Using the above said QuantLib GBM code I get very very weired results. IMO the GBM in QuantLib can never ever be correct. WIll...
This problem already has been solved: it is logical that the hit rate (in %) is higher the higher N is. I even was able to develop a formula for...
As posted some weeks ago here, I'm doing a research. I now just wanted to include also QuantLib into my research. It indeed could be that the GBM...
Folks, just admit, none of you here is any expert in QuantLib as it looks like... :-)
But as said I need to do it w/ QuantLib. GBM is just a minor part. Excel is the biggest BS for such a task, b/c slow. I need to generate...
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