Re: problem on the Black Scholes Process in the QuantLibXL

Posted by Ferdinando M. Ametrano-3 on Jan 14, 2005; 11:10am
URL: http://quantlib.414.s1.nabble.com/problem-on-the-Black-Scholes-Process-in-the-QuantLibXL-tp10678p10679.html

I will take a look at it this week-end (hopefully)...


thank you

ciao -- Nando

At 07:12 PM 1/12/2005, Adjriou Belak wrote:
>WHen I use the QLPath spreadsheet, you can notice that :
>
>E(S) = S*exp((r-q)*t) should  be equal to the averages of the last values, but
>the last values are too low .. it seems that the drift is negative for the
>function qlPathGenerator. ?