stock price simulation of mixed bifractional Brownian model

stock price simulation of classic B-S model

Yitai B shares

January 18, 2018

January 19, 2018

January 22, 2018

January 23, 2018

January 24, 2018

January 25, 2018

January 26, 2018

0.368691059441825

0.342805896793955

0.348823653279815

0.36820954133242

0.369445692945008

0.365511167771182

0.372890699299323

0.187861193583035

0.185059204986863

0.195691060109479

0.197193216245556

0.202073187553101

0.193943179312515

0.194888822159231

1.495

1.491

1.512

1.507

1.515

1.55

1.552