Recent content by Götze1989

  1. G

    Sum of log normals not log normal; Monte Carlo Simulation

    The Problem is this: Let X1, X2 be two normaly distributed R.V. with equal Variance sigma, expectation 0 undCorrelation Rho. I Would like to: 1) simulate X1 and X2 jointly in excel; 2)simulate exp(X1) und exp(X2)jointly in excel ; 3) simulate exp(X1) + expe(X2); 4) show, that...