This project consists of 4 problems. The core topic is Geometric Brownian Motion and some simulation methods, eg. Monte-Carlo, antithetic variates, importance sampling and their implementation in C++. The solutions should be written in the form of a 20 pages report in LaTeX (not a Q&A format).
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Hello,Nice to meet you I have experiences for 15+ years about Matlab /Simulink modelling and engineering simulation. I have done your proposal quickly and then u will get good result. Plz contact with me. Thanks.