Simulating Geometric Brownian Motion in Python | Stochastic Calculus for Quants
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Simulating Geometric Brownian Motion in Python | Stochastic Calculus for Quants
In this tutorial we will learn how to simulate a well-known stochastic process called geometric Brownian motion. This code can be found on my website and is implemented in Python. The mathematic notation and explanations are from Steven Shreve's book Stochastic Calculus for Finance II. We will not be describing or explaining what the stochastic ...
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