Implementing Euler’s Method Implement Algorithm 1.11. Start with a test version for one scalar SDE, then develop a version for a system of SDEs. Test examples:

a) Perform the experiment of Figure 1.17.

b) Integrate the system of Example 1.15 for α = 0.3, β = 10 and the initial values S0 = 50, σ0 = 0.2, ξ0 = 0.2 for 0 ≤ t ≤ 1. We recommend to plot the calculated trajectories.