dS(t) = 0.085 (7)SP

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11. Simulate the SDE
dS(t) = 0.08Sdt + 0.1SdB(t)
using a step-size of 100 with S(0) = 100.
Transcribed Image Text:11. Simulate the SDE dS(t) = 0.08Sdt + 0.1SdB(t) using a step-size of 100 with S(0) = 100.
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