GBM | Δt = 0.0002 | Δt = 0.0004 | GBM | Δt = 0.0002 | Δt = 0.0004 |
gbm(0) | 1 | 1 | gbm(50) | 1.9452 | 1.5878 |
gbm(1) | 1.8986 |
| gbm(51) | 1.9491 |
|
gbm(2) | 1.892 | 1.5981 | gbm(52) | 1.9433 | 1.5873 |
gbm(3) | 1.8994 |
| gbm(53) | 1.9446 |
|
gbm(4) | 1.911 | 1.5972 | gbm(54) | 1.9494 | 1.5917 |
gbm(5) | 1.904 |
| gbm(55) | 1.949 |
|
gbm(6) | 1.8963 | 1.6007 | gbm(56) | 1.9466 | 1.5917 |
gbm(7) | 1.8978 |
| gbm(57) | 1.95 |
|
gbm(8) | 1.9022 | 1.6073 | gbm(58) | 1.9461 | 1.5823 |
gbm(9) | 1.897 |
| gbm(59) | 1.941 |
|
gbm(10) | 1.8944 | 1.6081 | gbm(60) | 1.9404 | 1.5748 |
gbm(11) | 1.8937 |
| gbm(61) | 1.9506 |
|
gbm(12) | 1.8968 | 1.5956 | gbm(62) | 1.9511 | 1.5762 |
gbm(13) | 1.8942 |
| gbm(63) | 1.9479 |
|
gbm(14) | 1.9067 | 1.6012 | gbm(64) | 1.9406 | 1.5658 |
gbm(15) | 1.9072 |
| gbm(65) | 1.9379 |
|
gbm(16) | 1.9098 | 1.6017 | gbm(66) | 1.9394 | 1.571 |
gbm(17) | 1.9079 |
| gbm(67) | 1.9426 |
|
gbm(18) | 1.92 | 1.6006 | gbm(68) | 1.9483 | 1.5739 |
gbm(19) | 1.9172 |
| gbm(69) | 1.9518 |
|
gbm(20) | 1.9181 | 1.5949 | gbm(70) | 1.9626 | 1.5785 |
gbm(21) | 1.9299 |
| gbm(71) | 1.9515 |
|
gbm(22) | 1.9301 | 1.6025 | gbm(72) | 1.9435 | 1.5794 |
gbm(23) | 1.9193 |
| gbm(73) | 1.9363 |
|
gbm(24) | 1.9169 | 1.5897 | gbm(74) | 1.9365 | 1.5875 |