G05XDF Example Program Results Euler-Maruyama solution for Geometric Brownian motion Path 1 Path 2 Path 3 1 0.9668 1.0367 0.9992 2 0.9717 1.0254 1.0077 3 0.9954 1.0333 1.0098 4 0.9486 1.0226 0.9911 5 0.9270 1.0113 1.0630 6 0.8997 1.0127 1.0164 7 0.8955 1.0138 1.0771 8 0.8953 0.9953 1.0691 9 0.8489 1.0462 1.0484 10 0.8449 1.0592 1.0429 11 0.8158 1.0233 1.0625 12 0.7997 1.0384 1.0729 13 0.8025 1.0138 1.0725 14 0.8187 1.0499 1.0554 15 0.8270 1.0459 1.0529 16 0.7914 1.0294 1.0783 17 0.8076 1.0224 1.0943 18 0.8208 1.0359 1.0773 19 0.8190 1.0326 1.0857 20 0.8217 1.0326 1.1095 21 0.8084 0.9695 1.1389 Analytic solution at final time step Path 1 Path 2 Path 3 0.8079 0.9685 1.1389