Monte Carlo simulation

NO.PZ2023091601000092问题如下 Consir a stothpays novin, ha volatility of 25% per annum anexpectereturn of 13% perannum. Suppose ththe current share priof the stock, S0, is US30. Youci to mol the stopribehavior using a screte-time version of geometricBrownimotion anto simulate paths of the stopriusing Monte Carlosimulation. Let Δt note the time intervuseanlet St note the stockpritime intervt. So, accorng to your mol,, whereεis a stanrormvariable.To implement thissimulation, you generate a path of the stopristarting t = 0,generating a sample for ε upting the stopriaccorng to the mol,incrementing t 1, anrepeating this process until the enof the horizon isreache Whiof the following strategies for generating a sample forεwill implementthis simulation properly? A.Generate a samplefor ε using the inverse of the stanrnormcumulative stribution of asample value awn from a uniform stribution between 0 an1. B.Generate a samplefor ε sampling from a normstribution with me0.13 anstanreviation 0.25. C.Generate a samplefor ε using the inverse of the stanrnormcumulative stribution of asample value awn from a uniform stribution between 0 an1. Use Choleskycomposition to correlate this sample with the sample from the previous timeinterval. Generate a samplefor ε sampling from a normstribution with me0.13 anstanreviation 0.25. Use Cholesky composition to correlate this sample with thesample from the previous time interval. Monte CarloSimulation assumes inpennacross time so there is no neeto correlatesamples from time perioto time perio eliminating c an Choiascribes a valimethofor generating a sample from a stanrnormalstribution. 老师好，绿色线的均匀分布和之前讲分布的均匀分布是一个概念吗？为什么正态分布/标准正态分布的反函数是均匀分布？

NO.PZ2023091601000092问题如下 Consir a stothpays novin, ha volatility of 25% per annum anexpectereturn of 13% perannum. Suppose ththe current share priof the stock, S0, is US30. Youci to mol the stopribehavior using a screte-time version of geometricBrownimotion anto simulate paths of the stopriusing Monte Carlosimulation. Let Δt note the time intervuseanlet St note the stockpritime intervt. So, accorng to your mol,, whereεis a stanrormvariable.To implement thissimulation, you generate a path of the stopristarting t = 0,generating a sample for ε upting the stopriaccorng to the mol,incrementing t 1, anrepeating this process until the enof the horizon isreache Whiof the following strategies for generating a sample forεwill implementthis simulation properly? A.Generate a samplefor ε using the inverse of the stanrnormcumulative stribution of asample value awn from a uniform stribution between 0 an1. B.Generate a samplefor ε sampling from a normstribution with me0.13 anstanreviation 0.25. C.Generate a samplefor ε using the inverse of the stanrnormcumulative stribution of asample value awn from a uniform stribution between 0 an1. Use Choleskycomposition to correlate this sample with the sample from the previous timeinterval. Generate a samplefor ε sampling from a normstribution with me0.13 anstanreviation 0.25. Use Cholesky composition to correlate this sample with thesample from the previous time interval. Monte CarloSimulation assumes inpennacross time so there is no neeto correlatesamples from time perioto time perio eliminating c an Choiascribes a valimethofor generating a sample from a stanrnormalstribution. 面一道题目中关于“Correlations among variables cincorporateinto a Monte Carlo simulation.“的表述是正确的，为什么这道题“Use Cholesky composition to correlate this sample with the sample from the previous time interval.“的表述是错误的？