stock price simulation of mixed bifractional Brownian model

stock price simulation of classic B-S model

Lingang B shares

March 12, 2015

March 13, 2015

March 16, 2015

March 17, 2015

March 18, 2015

March 19, 2015

March 20, 2015

March 23, 2015

March 24, 2015

March 25, 2015

March 26, 2015

March 27, 2015

0.476745781464515

0.470871594147794

0.469303942071588

0.467253422398352

0.47762562124569

0.475649656001741

0.467664339827485

0.484552440867171

0.491368306763706

0.490997401314635

0.489448509757798

0.498026160967964

0.247037583207719

0.24612100303794

0.246641436102686

0.247539276790604

0.247658372094785

0.249230366298891

0.249163120217517

0.249511346624663

0.248219479411458

0.247618858202052

0.24647079515958

0.247123219657576

1

1.01

1.013

1.01

1.018

1.007

0.993

0.977

0.986

0.986

0.97

0.992