Black Scholes

Geometric Brownian Motion

path

Parameter description and Model setup
Export: data file, gnuplot command file
basic share data
drift volatility
initial value time (years)
indications
show moving average in days
show confidence interval probability
show expectation
show median
estimation using historical data
show drift and vol over days
extended configuration
no. of realizations
image size x image size y
init random generator with number