# gnuplot datafile # # the following parameters have been used: # mu = 0.2 # sigma = 0.35 # S_0 = 1 # # -------------------- # spot data # -------------------- # spot path 0 0 1 0.0027397260273973 0.986755731517 0.0054794520547945 0.96386034797213 0.0082191780821918 0.99341790328897 0.010958904109589 0.98143076700285 0.013698630136986 0.99492853106131 0.016438356164384 0.99419533479457 0.019178082191781 0.98487335471057 0.021917808219178 0.98774102676439 0.024657534246575 0.98544791376111 0.027397260273973 0.99372166265768 0.03013698630137 1.0037499954352 0.032876712328767 0.98387233838331 0.035616438356164 1.0031867548279 0.038356164383562 1.0227015456186 0.041095890410959 1.0184020591961 0.043835616438356 1.0225459538292 0.046575342465753 1.0125243963851 0.049315068493151 0.99817645388192 0.052054794520548 1.0176573488116 0.054794520547945 1.0299174370278 0.057534246575342 1.0120552977877 0.06027397260274 1.0365293791701 0.063013698630137 1.0236944410148 0.065753424657534 0.99787900310829 0.068493150684932 1.021577121434 0.071232876712329 1.0314650389667 0.073972602739726 1.0227647893338 0.076712328767123 1.0689994264025 0.079452054794521 1.0842201107394 0.082191780821918 1.0711713938377 0.084931506849315 1.0574139048404 0.087671232876712 1.0537166847267 0.09041095890411 1.0880539481167 0.093150684931507 1.0872181367559 0.095890410958904 1.0706108735363 0.098630136986301 1.0623041826048 0.1013698630137 1.0548742675089 0.1041095890411 1.0430920141626 0.10684931506849 1.0693858746654 0.10958904109589 1.0603362470905 0.11232876712329 1.0493118409497 0.11506849315068 1.0466309376006 0.11780821917808 1.066328299549 0.12054794520548 1.0339488378554 0.12328767123288 1.0508937062553 0.12602739726027 1.0679966547536 0.12876712328767 1.0539601462481 0.13150684931507 1.0522047177045 0.13424657534247 1.0135551644213 0.13698630136986 1.0108442769403 0.13972602739726 0.98153594708482 0.14246575342466 1.0075253822868 0.14520547945205 1.0214890407231 0.14794520547945 1.0229082914968 0.15068493150685 1.0394348027717 0.15342465753425 1.0373429932915 0.15616438356164 1.0422764410812 0.15890410958904 1.0254084924308 0.16164383561644 1.0248973386424 0.16438356164384 1.0330239427478 0.16712328767123 1.0123440801362 0.16986301369863 1.0225943919788 0.17260273972603 1.0420336517469 0.17534246575342 1.0505531997808 0.17808219178082 1.0454791592585 0.18082191780822 1.077491396843 0.18356164383562 1.0803648379595 0.18630136986301 1.0926846374145 0.18904109589041 1.0772974338269 0.19178082191781 1.0984106987359 0.19452054794521 1.1239746755386 0.1972602739726 1.0862254354786 0.2 1.1248257551676 0.2027397260274 1.089097242188 0.20547945205479 1.0763245581102 0.20821917808219 1.039680414859 0.21095890410959 1.0499084463767 0.21369863013699 1.0563630178189 0.21643835616438 1.0800996669679 0.21917808219178 1.0818873954552 0.22191780821918 1.0684332553943 0.22465753424658 1.087217783737 0.22739726027397 1.0996535021435 0.23013698630137 1.1428582288749 0.23287671232877 1.1270426696265 0.23561643835616 1.1404742659285 0.23835616438356 1.0928775548017 0.24109589041096 1.0673626903748 0.24383561643836 1.088433769746 0.24657534246575 1.095655995837 0.24931506849315 1.0711628080846 0.25205479452055 1.0659630525747 0.25479452054795 1.0505790937068 0.25753424657534 1.068088356029 0.26027397260274 1.0830992884886 0.26301369863014 1.1012837656875 0.26575342465753 1.1075818871462 0.26849315068493 1.0994846265918 0.27123287671233 1.1475347358316 0.27397260273973 1.141180288841 0.27671232876712 1.1253081956884 0.27945205479452 1.1206702645261 0.28219178082192 1.1052744800438 0.28493150684932 1.1350103129232 0.28767123287671 1.1211217905885 0.29041095890411 1.1245507924378 0.29315068493151 1.1378713020189 0.2958904109589 1.1317872572864 0.2986301369863 1.0918518724022 0.3013698630137 1.1056080066682 0.3041095890411 1.0626609198338 0.30684931506849 1.0611018505177 0.30958904109589 1.0302412702647 0.31232876712329 1.0402793215709 0.31506849315068 1.0415943055565 0.31780821917808 1.0450160474914 0.32054794520548 1.0261525412635 0.32328767123288 1.0229318120516 0.32602739726027 0.99330182769411 0.32876712328767 1.0244527466297 0.33150684931507 1.0103349653418 0.33424657534247 1.0090519535976 0.33698630136986 1.0440537591821 0.33972602739726 1.0450750041751 0.34246575342466 1.0106637725775 0.34520547945205 1.000401386204 0.34794520547945 0.98731677361738 0.35068493150685 0.9823767724782 0.35342465753425 0.96410529823345 0.35616438356164 0.961854588672 0.35890410958904 0.95123413824553 0.36164383561644 0.95107861114611 0.36438356164384 0.9384189930018 0.36712328767123 0.94432590532453 0.36986301369863 0.95277851237398 0.37260273972603 0.92950106437175 0.37534246575342 0.92649810941078 0.37808219178082 0.90261912864154 0.38082191780822 0.89236894077588 0.38356164383562 0.90118462048312 0.38630136986301 0.91174196598639 0.38904109589041 0.8948674890812 0.39178082191781 0.88017873399436 0.39452054794521 0.88219860088219 0.3972602739726 0.85846002272533 0.4 0.85433821481463 0.4027397260274 0.84372178677901 0.40547945205479 0.8406030746138 0.40821917808219 0.85939079807984 0.41095890410959 0.86161520373443 0.41369863013699 0.85147484536423 0.41643835616438 0.85273631578083 0.41917808219178 0.86353283497362 0.42191780821918 0.84382972279835 0.42465753424658 0.84525147052815 0.42739726027397 0.84672324619052 0.43013698630137 0.86795826585927 0.43287671232877 0.85311784456118 0.43561643835616 0.83555292734618 0.43835616438356 0.81519378554681 0.44109589041096 0.79068474922187 0.44383561643836 0.79241712360618 0.44657534246575 0.8122510130751 0.44931506849315 0.83363468419647 0.45205479452055 0.8377384460367 0.45479452054795 0.8233551245337 0.45753424657534 0.8348531466532 0.46027397260274 0.83429022003613 0.46301369863014 0.82993138681714 0.46575342465753 0.83761822440884 0.46849315068493 0.82377074134224 0.47123287671233 0.83140893073956 0.47397260273973 0.82369012737908 0.47671232876712 0.82679400708892 0.47945205479452 0.81963608889028 0.48219178082192 0.81380888679444 0.48493150684932 0.84939492734507 0.48767123287671 0.85038039834972 0.49041095890411 0.85593353509189 0.49315068493151 0.85803845320929 0.4958904109589 0.86623024099024 0.4986301369863 0.85979901527448 0.5013698630137 0.86224447564604 0.5041095890411 0.86875230859866 0.50684931506849 0.88017404911007 0.50958904109589 0.87708825665251 0.51232876712329 0.86726006128504 0.51506849315068 0.87002549053847 0.51780821917808 0.88089173819099 0.52054794520548 0.88493182370766 0.52328767123288 0.86712946665052 0.52602739726027 0.85310629018399 0.52876712328767 0.85620109777225 0.53150684931507 0.88622177845097 0.53424657534247 0.88771207791839 0.53698630136986 0.87573363310677 0.53972602739726 0.88687542451246 0.54246575342466 0.90390399834933 0.54520547945205 0.8942609686784 0.54794520547945 0.89517192371498 0.55068493150685 0.8941668269462 0.55342465753425 0.89307364671106 0.55616438356164 0.87521076071695 0.55890410958904 0.87627249055014 0.56164383561644 0.83687212691798 0.56438356164384 0.84390046057211 0.56712328767123 0.85581159815185 0.56986301369863 0.85985800399461 0.57260273972603 0.83541613224914 0.57534246575342 0.85307373135523 0.57808219178082 0.83022448989991 0.58082191780822 0.83958539911861 0.58356164383562 0.86992487619306 0.58630136986301 0.89051498880703 0.58904109589041 0.88575031073282 0.59178082191781 0.90839139892369 0.59452054794521 0.88092831819794 0.5972602739726 0.9032238158377 0.6 0.90138444088814 0.6027397260274 0.88888789921959 0.60547945205479 0.92171679725773 0.60821917808219 0.9313660373614 0.61095890410959 0.91797787915249 0.61369863013699 0.92225554454867 0.61643835616438 0.91705019305265 0.61917808219178 0.94522260517368 0.62191780821918 0.95821770374591 0.62465753424658 0.95752918663992 0.62739726027397 0.97297739534571 0.63013698630137 0.94314150537628 0.63287671232877 0.92244827314141 0.63561643835616 0.94768603901391 0.63835616438356 0.90904008770931 0.64109589041096 0.90338237263731 0.64383561643836 0.89510960089681 0.64657534246575 0.87797506615089 0.64931506849315 0.89547115649193 0.65205479452055 0.89202810502425 0.65479452054795 0.91311567389333 0.65753424657534 0.8917557162555 0.66027397260274 0.89210972966389 0.66301369863014 0.87805861787095 0.66575342465753 0.87674093070977 0.66849315068493 0.89880565759491 0.67123287671233 0.87880866943754 0.67397260273973 0.89325802485957 0.67671232876712 0.8974661334001 0.67945205479452 0.88576339941142 0.68219178082192 0.87935202498239 0.68493150684932 0.87309953496716 0.68767123287671 0.86704729556909 0.69041095890411 0.87173830293486 0.69315068493151 0.89448466563689 0.6958904109589 0.90016958880787 0.6986301369863 0.88964917672579 0.7013698630137 0.89517560128679 0.7041095890411 0.91622629138403 0.70684931506849 0.90896158422693 0.70958904109589 0.91303766920901 0.71232876712329 0.91383060914555 0.71506849315068 0.91534940180328 0.71780821917808 0.92388603036501 0.72054794520548 0.94163802232192 0.72328767123288 0.94695539875077 0.72602739726027 0.97600267969779 0.72876712328767 0.93454690620953 0.73150684931507 0.94845778183428 0.73424657534247 0.91467399107894 0.73698630136986 0.87511756432912 0.73972602739726 0.90068206112941 0.74246575342466 0.9186742977993 0.74520547945205 0.93507372235608 0.74794520547945 0.94880068939678 0.75068493150685 0.94777921527314 0.75342465753425 0.97890277868831 0.75616438356164 0.96963854693189 0.75890410958904 0.96959454929443 0.76164383561644 0.96653796543086 0.76438356164384 0.96547161561369 0.76712328767123 1.0080203074893 0.76986301369863 1.0458662734918 0.77260273972603 1.0679243148212 0.77534246575342 1.0821790868278 0.77808219178082 1.0956178257032 0.78082191780822 1.0951181108009 0.78356164383562 1.0983485434037 0.78630136986301 1.1024319952599 0.78904109589041 1.0726520669784 0.79178082191781 1.0615128617469 0.79452054794521 1.0641164753961 0.7972602739726 1.0529776370254 0.8 1.0642077844933 0.8027397260274 1.0654736980785 0.80547945205479 1.0514218528581 0.80821917808219 1.0670846414505 0.81095890410959 1.0655916573408 0.81369863013699 1.0642224785725 0.81643835616438 1.048214307487 0.81917808219178 1.0269277783293 0.82191780821918 1.0272849206166 0.82465753424658 1.0253044633943 0.82739726027397 1.0262934889895 0.83013698630137 1.036433981886 0.83287671232877 1.0602908833998 0.83561643835616 1.0721731743736 0.83835616438356 1.0845261666076 0.84109589041096 1.0771019416163 0.84383561643836 1.0823095360381 0.84657534246575 1.1018990669331 0.84931506849315 1.0916222663686 0.85205479452055 1.097998830632 0.85479452054795 1.0988968790967 0.85753424657534 1.1356439292482 0.86027397260274 1.1439343600979 0.86301369863014 1.1121447512813 0.86575342465753 1.0920239117225 0.86849315068493 1.0810860811291 0.87123287671233 1.0849792518395 0.87397260273973 1.0745396915833 0.87671232876712 1.0956960888585 0.87945205479452 1.0674258627564 0.88219178082192 1.0660945496346 0.88493150684932 1.0511515908934 0.88767123287671 1.0675049358672 0.89041095890411 1.0532982646004 0.89315068493151 1.0542696249434 0.8958904109589 1.0737101492719 0.8986301369863 1.0736081565671 0.9013698630137 1.0721708386292 0.9041095890411 1.0870632268981 0.90684931506849 1.0951139870484 0.90958904109589 1.0795456217654 0.91232876712329 1.0818313227514 0.91506849315068 1.1304700311078 0.91780821917808 1.1575581307785 0.92054794520548 1.16819055733 0.92328767123288 1.1674621957106 0.92602739726027 1.1566939726859 0.92876712328767 1.1760454076351 0.93150684931507 1.1776111822894 0.93424657534247 1.1598638049084 0.93698630136986 1.1893240611555 0.93972602739726 1.2070021364289 0.94246575342466 1.2532626785349 0.94520547945205 1.2450052378746 0.94794520547945 1.2205800817729 0.95068493150685 1.2172696391611 0.95342465753425 1.1748940222336 0.95616438356164 1.1747114248938 0.95890410958904 1.172063561282 0.96164383561644 1.1663580652426 0.96438356164384 1.1874842590159 0.96712328767123 1.1954850293458 0.96986301369863 1.224165813219 0.97260273972603 1.2391478391771 0.97534246575342 1.2898254308482 0.97808219178082 1.3160034708807 0.98082191780822 1.3102391524236 0.98356164383562 1.2919368643689 0.98630136986301 1.3091089382133 0.98904109589041 1.3164507361246 0.99178082191781 1.3602918404454 0.99452054794521 1.3931818131798 0.9972602739726 1.4310239609474