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Simulation-procedure

于 2013-11-23 发布文件大小:4KB

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Our project is to describe the Brownian Motion and Geometric Brownian Motion. This project is to simulate the price shock. Then we use Geometric Brownian motion to describe the movement of shocks’ price. The program is produced by Matlab.(Application of Ito’s Lemma to a Stock Price Process)

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Simulation-procedure

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