Weboptions and very useful for options that depend on paths. 0.3 Proof of highly volatile stocks have large val-ues for ˙ 0.3.1 ˙= 0:01 Let us simulate several sample trajectories of (1) for the following parameter values and plot the trajectoris: = 0:12;˙= 0:01;T= 1;s= $40;N= 254. The following gures are the graphs that we got for ˙= 0:01 ...
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