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Simulate Brownian motion (semi-annually for 5 years) 100 Using: Во o (per unit time) At 7 0.5 Below, I have provided the
Posted: Mon May 02, 2022 4:46 pm
by answerhappygod
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Simulate Brownian motion (semi-annually for 5 years) 100 Using: Во o (per unit time) At 7 0.5 Below, I have provided the U(0,1) draws that you should use for the simulation U(0,1) Value 100.0000 Time 0 0.5 1 1.5 2. 2.5 3 3.5 4 4.5 5 0.3491 0.7985 0.5495 0.8048 0.0183 0.2832 0.6885 0.3531 0.5147 0.6628