Yomi | 1 Jul 10:38

Monte Carlo simulation convergence issue


Hi,

I have created different engiens based on the MC simulation framework.
I am experiencing some convergence issues. If I increase the number of steps
the Max Time Step by year, the price starts to diverge. An example would be
the following graph:

http://www.nabble.com/file/p18211801/MC%2Bissues.jpg 

I have the following questions:

1. have you ever encountered such issues?
2. How to use the error estimate? Whatever the RNG I put (Low
Discrenpancies, Pseudo Random...) I can nto access the error which might be
usefull.

Thanks
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