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Create an ABM function in Python. Q3 Create an ABM function that takes the following parameters: n := number of paths to be simulated m:=

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Create an ABM function in Python.

Q3 Create an ABM function that takes the following parameters: n := number of paths to be simulated m:= number of discretization points per path SO := initial starting point dS = udt + odW Program the function by using two nested "for loops" def ABM(n,m, 50,mu, sigma, dt): np.random.seed ( 999) arr = # create 2D zeros array with the correct dimensions arr, ] #initialize column 0 # fill in array entries for i in : for j in : arr[i,j] return arr part b) run ABM function with the following parameters and plot the results ABM(n=1000,m=20,50=100, mu=0,sigma=0.001,dt=1) Q3 Create an ABM function that takes the following parameters: n := number of paths to be simulated m:= number of discretization points per path SO := initial starting point dS = udt + odW Program the function by using two nested "for loops" def ABM(n,m, 50,mu, sigma, dt): np.random.seed ( 999) arr = # create 2D zeros array with the correct dimensions arr, ] #initialize column 0 # fill in array entries for i in : for j in : arr[i,j] return arr part b) run ABM function with the following parameters and plot the results ABM(n=1000,m=20,50=100, mu=0,sigma=0.001,dt=1)

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