
Principles Of Marketing
17th Edition
ISBN: 9780134492513
Author: Kotler, Philip, Armstrong, Gary (gary M.)
Publisher: Pearson Higher Education,
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Transcribed Image Text:(b) Create a Python code that runs a Geometric Brownian Motion (GBM) with the following
parameters:
Start Value=100
Expected change in each time step (drift) : 1% (µ)
Volatility of 1-step change (stdev of random noise): 1% (sigma)
Number of Time Steps: 500
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