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Convergencia a Browniano Artimético con 50

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Axis Title
tico con 50 intervalos

50 60
Horizonte Tiempo 1 Hrs Nº Tiempo Valor Subyacente
0 0 10
Nº Intervalos 50 1 1.2 18.26
2 2.4 27.33
Longitud Intervalos 1.2 Min 3 3.6 33.8
4 4.8 25.98
Xo 10 5 6 16.22
6 7.2 17.73
7 8.4 22.38
Browniano Aritmético 8 9.6 32.07
9 10.8 32.63
mu 20 10 12 25.31
sigma 5 11 13.2 35.46
12 14.4 29.89
13 15.6 29.69
14 16.8 23.1
15 18 30.3
16 19.2 20
17 20.4 18.48
18 21.6 24.04
19 22.8 36.86
20 24 15.55
21 25.2 34.17
22 26.4 24.26
23 27.6 7
24 28.8 15.24
25 30 30.2
26 31.2 22.65
27 32.4 13.3
28 33.6 28.74
29 34.8 18.01
30 36 24.67
31 37.2 21.52
32 38.4 24.94
33 39.6 13.75
34 40.8 23.4
35 42 28.44
36 43.2 26.14
37 44.4 19.04
38 45.6 28.3
39 46.8 20.72
40 48 22.53
41 49.2 28.6
42 50.4 24.97
43 51.6 15.74
44 52.8 25.78
45 54 32.9
46 55.2 29.66
47 56.4 14.26
48 57.6 22.45
49 58.8 34.57
50 60 36.47
60 36.47
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ubyacente

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