Simulating stock price paths in matlab using monte carlo

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A Basu
A Basu 2017 年 11 月 27 日
I am trying to simulate stock price paths and I am using the following code where my initial stock price S0 = 5.However I need to have price paths which extend up to 60 or 70. The following code only provides me price paths upto S = 10. Is there a method to generate price paths starting from 5 to a limit (60 or 70)?
S = ones(M, N+1); #S0 = 5
R = exp((r - sigma^2/2)*dt+sigma*sqrt(dt)*randn(N,M));
SS = cumprod([S0*ones(1,M); R]);
S = SS';

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