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2. Consider a geometric Brownian motion dSt = usedt + oSidWt, So = so, where u = 0.3, 0 = 0.4 and so = 10.

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2. Consider a geometric Brownian motion dSt = usedt + oSidWt, So = so, where u = 0.3, 0 = 0.4 and so = 10. Simulate 100000 discretized Brownian paths over [0, 1] with time step ot = 2-9. Note that we have the "exact solution" St = So exp ((1 - 702)t + owt). For 5 different step sizes: At = 2-18t, 1

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