# 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 1.0078863461919 0.0054794520547945 1.0130188156216 0.0082191780821918 1.0437741507435 0.010958904109589 1.037236696004 0.013698630136986 1.0500218001745 0.016438356164384 1.0322597428155 0.019178082191781 1.0228732581176 0.021917808219178 1.0211566842123 0.024657534246575 1.0262891503104 0.027397260273973 0.99832905136862 0.03013698630137 0.98428565457504 0.032876712328767 0.95709667037197 0.035616438356164 0.95574774073167 0.038356164383562 0.995255885258 0.041095890410959 0.99242089689803 0.043835616438356 1.0502032636326 0.046575342465753 1.0767601773955 0.049315068493151 1.0656255216646 0.052054794520548 1.0447960073967 0.054794520547945 1.0309779287711 0.057534246575342 1.0067645901677 0.06027397260274 0.98647843617863 0.063013698630137 0.99291828243034 0.065753424657534 0.99673138071156 0.068493150684932 0.99640045377394 0.071232876712329 0.97732976833196 0.073972602739726 0.96442012072914 0.076712328767123 0.9920411649122 0.079452054794521 1.0215478759423 0.082191780821918 1.0429495872528 0.084931506849315 1.022146892859 0.087671232876712 1.0434924563401 0.09041095890411 1.0480851114571 0.093150684931507 1.0723058652428 0.095890410958904 1.0729466164806 0.098630136986301 1.0457427655698 0.1013698630137 1.0364988979014 0.1041095890411 1.0132347021878 0.10684931506849 1.0010718589611 0.10958904109589 0.98683369119015 0.11232876712329 0.97031048102787 0.11506849315068 0.98563020171268 0.11780821917808 0.96777262557114 0.12054794520548 0.96051225605515 0.12328767123288 0.98403322990968 0.12602739726027 0.94318587045847 0.12876712328767 0.94247295692712 0.13150684931507 0.92472714771425 0.13424657534247 0.94261054362153 0.13698630136986 0.91432216253917 0.13972602739726 0.88028323178386 0.14246575342466 0.85682883071085 0.14520547945205 0.85424274302709 0.14794520547945 0.83439018593912 0.15068493150685 0.85474585685421 0.15342465753425 0.87236987535589 0.15616438356164 0.86299646725963 0.15890410958904 0.85304196636597 0.16164383561644 0.88131918234409 0.16438356164384 0.86564918733259 0.16712328767123 0.87186785670336 0.16986301369863 0.8944816433816 0.17260273972603 0.86962102397584 0.17534246575342 0.85641062478359 0.17808219178082 0.89731792943319 0.18082191780822 0.89927746240462 0.18356164383562 0.85637116623709 0.18630136986301 0.87067619263026 0.18904109589041 0.87776239189787 0.19178082191781 0.85939486809803 0.19452054794521 0.84550927731748 0.1972602739726 0.82981301786176 0.2 0.80978225878925 0.2027397260274 0.82508230832444 0.20547945205479 0.82581793570384 0.20821917808219 0.82976932901553 0.21095890410959 0.83428246294258 0.21369863013699 0.8330805313984 0.21643835616438 0.83181927982871 0.21917808219178 0.85362159244964 0.22191780821918 0.84815874849434 0.22465753424658 0.84799756180042 0.22739726027397 0.82199746149326 0.23013698630137 0.78205944537975 0.23287671232877 0.76968559828317 0.23561643835616 0.76516675412055 0.23835616438356 0.75490948570204 0.24109589041096 0.72987856086316 0.24383561643836 0.71859770886366 0.24657534246575 0.70770740866585 0.24931506849315 0.72724354376465 0.25205479452055 0.73453604735699 0.25479452054795 0.70595291642321 0.25753424657534 0.69576984990941 0.26027397260274 0.67802695387985 0.26301369863014 0.68104466699641 0.26575342465753 0.67048137674722 0.26849315068493 0.67537889338001 0.27123287671233 0.68101530248293 0.27397260273973 0.67205329385491 0.27671232876712 0.67706354974745 0.27945205479452 0.68874077813745 0.28219178082192 0.68175347037897 0.28493150684932 0.6894431385218 0.28767123287671 0.69661232931334 0.29041095890411 0.70394978910814 0.29315068493151 0.71476940160468 0.2958904109589 0.71357535839933 0.2986301369863 0.7472808282357 0.3013698630137 0.76169556417517 0.3041095890411 0.76034117523616 0.30684931506849 0.7560231799249 0.30958904109589 0.77023689200139 0.31232876712329 0.78948021656384 0.31506849315068 0.77050778804682 0.31780821917808 0.77359047678946 0.32054794520548 0.78384111180899 0.32328767123288 0.77689832062645 0.32602739726027 0.77369488697574 0.32876712328767 0.75505817313385 0.33150684931507 0.74298978657867 0.33424657534247 0.7414011463978 0.33698630136986 0.73372814638547 0.33972602739726 0.73101226015673 0.34246575342466 0.73342178329004 0.34520547945205 0.70679821944862 0.34794520547945 0.69631446525399 0.35068493150685 0.6928671968005 0.35342465753425 0.69597910804693 0.35616438356164 0.70259282907413 0.35890410958904 0.71455615602641 0.36164383561644 0.73410692615909 0.36438356164384 0.74068241063176 0.36712328767123 0.72566567124674 0.36986301369863 0.71517869843224 0.37260273972603 0.69565393915758 0.37534246575342 0.71298641561253 0.37808219178082 0.70663700651276 0.38082191780822 0.69891330851829 0.38356164383562 0.69634789636454 0.38630136986301 0.68791954604616 0.38904109589041 0.69143537735506 0.39178082191781 0.69320630258209 0.39452054794521 0.70439404597592 0.3972602739726 0.70689200813234 0.4 0.72962051921487 0.4027397260274 0.72165226233809 0.40547945205479 0.73608364184203 0.40821917808219 0.73642991308608 0.41095890410959 0.7487606872895 0.41369863013699 0.7594124178557 0.41643835616438 0.7552027079666 0.41917808219178 0.74700954055133 0.42191780821918 0.75198064749937 0.42465753424658 0.75297457779191 0.42739726027397 0.73435863203658 0.43013698630137 0.74199245903755 0.43287671232877 0.78269277974409 0.43561643835616 0.76775105091862 0.43835616438356 0.77305374433402 0.44109589041096 0.77735177535815 0.44383561643836 0.75353760568254 0.44657534246575 0.73986328995109 0.44931506849315 0.72076107419604 0.45205479452055 0.71968986931126 0.45479452054795 0.71587785340137 0.45753424657534 0.72481502847908 0.46027397260274 0.73891194396227 0.46301369863014 0.76541487579292 0.46575342465753 0.76476562701354 0.46849315068493 0.75738298480501 0.47123287671233 0.75247224545075 0.47397260273973 0.7729338990835 0.47671232876712 0.77377901842989 0.47945205479452 0.74229324211965 0.48219178082192 0.74728135572206 0.48493150684932 0.76055158957092 0.48767123287671 0.76628238526435 0.49041095890411 0.75684211893002 0.49315068493151 0.76274233820349 0.4958904109589 0.7572312310043 0.4986301369863 0.75211937069899 0.5013698630137 0.74538622351219 0.5041095890411 0.74994386293462 0.50684931506849 0.77698772589597 0.50958904109589 0.76577760047872 0.51232876712329 0.77431312874488 0.51506849315068 0.77463760135688 0.51780821917808 0.7879855508654 0.52054794520548 0.79206534751714 0.52328767123288 0.80683935467366 0.52602739726027 0.7937395411727 0.52876712328767 0.80523463711426 0.53150684931507 0.82723786900327 0.53424657534247 0.79703309029345 0.53698630136986 0.78775722043048 0.53972602739726 0.78436622365616 0.54246575342466 0.80349440036472 0.54520547945205 0.81241936137781 0.54794520547945 0.80549077146577 0.55068493150685 0.82290111254072 0.55342465753425 0.81677663625804 0.55616438356164 0.84165637447128 0.55890410958904 0.83995281498418 0.56164383561644 0.85163067793317 0.56438356164384 0.82394553181197 0.56712328767123 0.83581741491357 0.56986301369863 0.83885451351355 0.57260273972603 0.84686165891661 0.57534246575342 0.87332563168615 0.57808219178082 0.88162197073837 0.58082191780822 0.89672563047048 0.58356164383562 0.90498625804083 0.58630136986301 0.89261672155151 0.58904109589041 0.90363213381809 0.59178082191781 0.90527767867413 0.59452054794521 0.90511462368953 0.5972602739726 0.90834814488703 0.6 0.95977647173463 0.6027397260274 0.95101311502619 0.60547945205479 0.94432427224236 0.60821917808219 0.94065017155098 0.61095890410959 0.95009428055536 0.61369863013699 0.95412476893142 0.61643835616438 0.9312002954948 0.61917808219178 0.94326004472607 0.62191780821918 0.98046517130251 0.62465753424658 0.98685101007134 0.62739726027397 0.98256888083024 0.63013698630137 0.99128479122541 0.63287671232877 0.97815551772091 0.63561643835616 0.98425760185799 0.63835616438356 0.9870104844212 0.64109589041096 0.96210832944309 0.64383561643836 0.96314555621911 0.64657534246575 0.95555317500072 0.64931506849315 0.94758155866967 0.65205479452055 0.93729358837585 0.65479452054795 0.92448031939749 0.65753424657534 0.90095554896185 0.66027397260274 0.9278265682379 0.66301369863014 0.91379349460088 0.66575342465753 0.91701253415606 0.66849315068493 0.94473895301684 0.67123287671233 0.93308436875241 0.67397260273973 0.93947150540304 0.67671232876712 0.92427349728003 0.67945205479452 0.91709267665527 0.68219178082192 0.90331646107828 0.68493150684932 0.89226273661177 0.68767123287671 0.89626402794149 0.69041095890411 0.93322518580957 0.69315068493151 0.92313061802461 0.6958904109589 0.9238876982395 0.6986301369863 0.93338538958807 0.7013698630137 0.92554877082678 0.7041095890411 0.91847367846885 0.70684931506849 0.92156870943538 0.70958904109589 0.91345318793377 0.71232876712329 0.94455411496042 0.71506849315068 0.95324534670462 0.71780821917808 0.9497808562371 0.72054794520548 0.91792674166304 0.72328767123288 0.92112992304177 0.72602739726027 0.90537205962009 0.72876712328767 0.90864664273296 0.73150684931507 0.89193971797496 0.73424657534247 0.89284269353875 0.73698630136986 0.89006565843658 0.73972602739726 0.89663710111282 0.74246575342466 0.93208001510972 0.74520547945205 0.9393099879125 0.74794520547945 0.91025669208403 0.75068493150685 0.90748322403234 0.75342465753425 0.90019500382009 0.75616438356164 0.89963239903096 0.75890410958904 0.94997086374512 0.76164383561644 0.93947427940614 0.76438356164384 0.92960999663691 0.76712328767123 0.92666789458273 0.76986301369863 0.92067772819879 0.77260273972603 0.93073709444179 0.77534246575342 0.94625318287034 0.77808219178082 0.94282193703013 0.78082191780822 0.97418373630484 0.78356164383562 0.98120717949727 0.78630136986301 1.0264486208191 0.78904109589041 1.0222365831012 0.79178082191781 1.021625977296 0.79452054794521 1.0425095980052 0.7972602739726 1.0197421373856 0.8 1.0109759279028 0.8027397260274 1.0328666969738 0.80547945205479 1.0122234533677 0.80821917808219 1.016150507615 0.81095890410959 1.0052830242222 0.81369863013699 1.0269497647579 0.81643835616438 1.0353907981059 0.81917808219178 1.0523019197901 0.82191780821918 1.0463442427874 0.82465753424658 1.0078598071977 0.82739726027397 0.97182342456057 0.83013698630137 0.95756785290765 0.83287671232877 0.95274669114827 0.83561643835616 0.93337196955984 0.83835616438356 0.90935025124387 0.84109589041096 0.94821753221695 0.84383561643836 0.94247987720932 0.84657534246575 0.9177995281709 0.84931506849315 0.95786245312733 0.85205479452055 0.92743860739029 0.85479452054795 0.87664363885535 0.85753424657534 0.88630821163356 0.86027397260274 0.9006270685662 0.86301369863014 0.91110882315997 0.86575342465753 0.89313411084836 0.86849315068493 0.90784321540841 0.87123287671233 0.89368839502913 0.87397260273973 0.87671529538924 0.87671232876712 0.87716030119378 0.87945205479452 0.87163744380539 0.88219178082192 0.89748120668398 0.88493150684932 0.88954352573051 0.88767123287671 0.88971333609919 0.89041095890411 0.86258619725395 0.89315068493151 0.86101644400646 0.8958904109589 0.87180340739109 0.8986301369863 0.86316812718875 0.9013698630137 0.83948667467384 0.9041095890411 0.81943111987415 0.90684931506849 0.83231431212275 0.90958904109589 0.82040658413268 0.91232876712329 0.79452763491726 0.91506849315068 0.78104864380164 0.91780821917808 0.79412002481101 0.92054794520548 0.79474270771184 0.92328767123288 0.79208223882443 0.92602739726027 0.7760286296989 0.92876712328767 0.78793023576186 0.93150684931507 0.81457341809322 0.93424657534247 0.79193690545572 0.93698630136986 0.78437747274695 0.93972602739726 0.79965308742103 0.94246575342466 0.79875300088328 0.94520547945205 0.78831425793674 0.94794520547945 0.77739097431601 0.95068493150685 0.77109070631219 0.95342465753425 0.77669518763002 0.95616438356164 0.74791988738407 0.95890410958904 0.7455866626652 0.96164383561644 0.76945707655034 0.96438356164384 0.76653759172401 0.96712328767123 0.78041022602761 0.96986301369863 0.78984957044368 0.97260273972603 0.7856990716708 0.97534246575342 0.77965073153608 0.97808219178082 0.75776117814018 0.98082191780822 0.74143774342387 0.98356164383562 0.7441271439078 0.98630136986301 0.74516578435028 0.98904109589041 0.74353889451107 0.99178082191781 0.75545699948463 0.99452054794521 0.77083337491636 0.9972602739726 0.7759634533159