stock price simulation of mixed bifractional Brownian model

stock price simulation of classic B-S model

Yitai B shares

October 27, 1999

October 29, 1999

November 1, 1999

0.117060782333182

0.11615517085485

0.121240963185306

0.110888726473413

0.110828080867588

0.108954831459311

0.118

0.114

0.116