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Does anyone have direction as to how to implement a discreet time model for a mean reverting price (binomial, trinomial, etc... lattice)? I've been using monte carlo and the uhlenbeck ornestein process but there are limitations on how i view the hedging strategies and some further optionality...

I am modeling certain risk exposures in excel with the support of VBA functions. We have decided that some of our volatilities are correlated. We are interested in modeling the uncertainty with the help of a covariance matrix... which of the engines (Crystal Ball or @Risk) will generate the...