Trading, Finance, Stock Market, Quantitative Finance, Technical Analysis.
r, sigma, T, M, I): ''' S0: float stock price at time 0 r: float risk free rate sigma: float volatility T: int time M: int time steps I: int paths ''' dt = float(T)/M paths = np.zeros((M+1, I), np.float64) paths[0] = S0 for t in range(1, M+1): rand = np.random.standard_normal(I) paths[t] =