Question: Please with R: Simulate geometric Brownian motion with drift using random walk and Cholesky decomposition. Generate 500 paths on the time interval [0,1] with n
Please with R: Simulate geometric Brownian motion with drift
using random walk and Cholesky decomposition. Generate 500 paths on the time interval [0,1] with n = 300 time points.
u= 0.07, 0 = 0.2
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