Geometric Brownian Motion Help

[Paul_Hossler]

They are not true random numbers, they are pseudo-random numbers (PRN) and I guess the 'pseudo' depends on many things

I have two functions that I got somewhere (but can't find a reference) that generates an array of better PRN, including a normal distribution version

Function RandomNumberArray(Optional n As Long = 1000, Optional LowerLimit As Double = 0#, Optional UpperLimit As Double = 1#, Optional RoundDecimals As Long = 15) As Variant


Function RandomNormalArray(Optional n As Long = 1000, Optional SampleMean As Double = 0#, Optional SampleSigma As Double = 1#, Optional RoundDecimals As Long = 15) As Variant

Capture.JPG


The Green are linear, and the yellow are normal distributed. I sorted to get the nice curve

Maybe you could generate an array of PRN and use an index into the array for your simulation

[hype_hoosier]

Ah okay thank you! Didn't realize it was so sensitive but it seems that including it multiple times ends up restricting how random it is.

Thank you so much for all the help!!!