问一道题：NO.PZ2016062402000039

NO.PZ2016062402000039 问题如下 Previous questionConsir a stothpays no vin, ha volatility of 25% panhexpectereturn of 13% pThe current stopriis S0S_0S0​ = $30. This implies the mol St+1=St(1+0.13△t+0.25△tε)S_{t+1}=S_t{(1+0.13\bigtriangleup t+0.25\sqrt{\bigtriangleup t}\varepsilon)}St+1​=St​(1+0.13△t+0.25△t​ε), where ε is a stanrnormranm variable. To implement this simulation, you generate a path of the stopristarting t = 0, generating a sample for e, upting the stopriaccorng to the mol, incrementing t 1, anrepeating this process until the enof the horizon is reache QWhistrategies for generating a sample for ε will implement this simulation properly?AGenerate a sample for ε using the inverse of the stanrnormcumulative stribution of a sample value awn from a uniform stribution between 0 an1.-------------------Continuing with the previous question, you have implementethe simulation process scusseearlier using a time interv△t= 0.001, anyou are analyzing the following stopripath generateyour implementation.Give this sample, whiof the following simulation steps most likely contains error? A.Calculation to upte the stopri B.Generation of ranm sample value for ε C.Calculation of the change in stopriring eaperio None of the above The ranm variable e shoulhave a stanrnormstribution, whimeans thit shoulhave negative well positive values, whishoulaverage close to zero. This is not the case here. This is probably a uniform variable instea Generate a sample for ε using the inverse of the stanrnormcumulative stribution of a sample value awn from a uniform stribution between 0 an1. 是什么意思？

NO.PZ2016062402000039 Generation of ranm sample value for ε Calculation of the change in stopriring eaperio None of the above The ranm variable e shoulhave a stanrnormstribution, whimeans thit shoulhave negative well positive values, whishoulaverage close to zero. This is not the case here. This is probably a uniform variable instea 请一下C，没明白

NO.PZ2016062402000039 这道题能详细一下吗

ABC是什么意思？AC如何理解？