T 1

dt 0.00274 Chart Title

35

a -2 30
sigma 1
mu 0.015 25

20

t W_t W_1 W_2 W_3 W-4 15

0 0 0 0 0 0.135335
1 -0.0113 -2.0113 10
0.0037 -0.0113 0.135837
2 0.061345 -1.938655 0.091345 0.061345 0.14828
5
3 0.004858 -1.995142 0.049858 0.004858 0.142254
0.2
4 0.086248 -1.913752 0.146248 0.086248 0.1566480
1 12 23 34 45 56 67 78 89 100111122133144
0.15 15516617718819921
5 0.092336 -1.907664 0.167336 0.092336 0.159987
6 0.022899 -1.977101 0.112899 0.022899 0.15151 0.1
7 -0.048763 -2.048763 0.056237 -0.048763 0.143164 0.05
8 -0.012618 -2.012618 0.107382 -0.012618 0.150677
0
9 -0.049457 -2.049457 0.085543 -0.049457 0.147422 1 12 23 34 45 56 67 78 89 100
10 -0.064878 -2.064878 0.085122 -0.064878 0.14736 -0.05
11 0.025836 -1.974164 0.190836 0.025836 0.163791 -0.1
12 -0.05946 -2.05946 0.12054 -0.05946 0.152673
-0.15
13 0.016275 -1.983725 0.211275 0.016275 0.167173
14 0.045246 -1.954754 0.255246 0.045246 0.174688 -0.2

15 0.032569 -1.967431 0.257569 0.032569 0.175094 -0.25

16 0.101059 -1.898941 0.341059 0.101059 0.19034
17 0.006724 -1.993276 0.261724 0.006724 0.175823
18 0.011275 -1.988725 0.281275 0.011275 0.179295
19 -0.003947 -2.003947 0.281053 -0.003947 0.179255
20 0.005534 -1.994466 0.305534 0.005534 0.183697
21 -0.034616 -2.034616 0.280384 -0.034616 0.179135
22 0.031937 -1.968063 0.361937 0.031937 0.194356
23 0.037659 -1.962341 0.382659 0.037659 0.198426
24 -0.023513 -2.023513 0.336487 -0.023513 0.189472
25 -0.069108 -2.069108 0.305892 -0.069108 0.183763
26 0.098689 -1.901311 0.488689 0.098689 0.220621
27 0.018214 -1.981786 0.423214 0.018214 0.206638
28 -0.032984 -2.032984 0.387016 -0.032984 0.199292
29 0.006874 -1.993126 0.441874 0.006874 0.21053
30 0.025398 -1.974602 0.475398 0.025398 0.217708
31 -0.092356 -2.092356 0.372644 -0.092356 0.196448
32 0.002619 -1.997381 0.482619 0.002619 0.219286
33 -0.068285 -2.068285 0.426715 -0.068285 0.207363
34 -0.019753 -2.019753 0.490247 -0.019753 0.220965
35 -0.013655 -2.013655 0.511345 -0.013655 0.225676
36 0.024432 -1.975568 0.564432 0.024432 0.23798
37 0.027538 -1.972462 0.582538 0.027538 0.242328
38 0.003787 -1.996213 0.573787 0.003787 0.240217
39 -0.067083 -2.067083 0.517917 -0.067083 0.227164
40 0.002537 -1.997463 0.602537 0.002537 0.247223
41 -0.020986 -2.020986 0.594014 -0.020986 0.245125
42 0.051983 -1.948017 0.681983 0.051983 0.267666
43 0.071671 -1.928329 0.716671 0.071671 0.277113
44 -0.007576 -2.007576 0.652424 -0.007576 0.259869
45 -0.012479 -2.012479 0.662521 -0.012479 0.262507
46 0.051771 -1.948229 0.741771 0.051771 0.284157
47 0.00118 -1.99882 0.70618 0.00118 0.274221
48 0.035057 -1.964943 0.755057 0.035057 0.287957
49 0.126071 -1.873929 0.861071 0.126071 0.320162
50 0.047297 -1.952703 0.797297 0.047297 0.300381
51 -0.007383 -2.007383 0.757617 -0.007383 0.288695
52 0.036553 -1.963447 0.816553 0.036553 0.306221
53 -0.018878 -2.018878 0.776122 -0.018878 0.294088
54 -0.033351 -2.033351 0.776649 -0.033351 0.294243
55 -0.046969 -2.046969 0.778031 -0.046969 0.294649
56 -0.021235 -2.021235 0.818765 -0.021235 0.306899
57 0.046233 -1.953767 0.901233 0.046233 0.333282
58 -0.026942 -2.026942 0.843058 -0.026942 0.314446
59 0.012107 -1.987893 0.897107 0.012107 0.331909
60 0.034397 -1.965603 0.934397 0.034397 0.34452
61 -0.04973 -2.04973 0.86527 -0.04973 0.321509
62 0.067155 -1.932845 0.997155 0.067155 0.366834
63 -0.076901 -2.076901 0.868099 -0.076901 0.32242
64 0.045576 -1.954424 1.005576 0.045576 0.369937
65 -0.003679 -2.003679 0.971321 -0.003679 0.357479
66 0.050747 -1.949253 1.040747 0.050747 0.383179
67 0.042219 -1.957781 1.047219 0.042219 0.385667
68 0.028158 -1.971842 1.048158 0.028158 0.386029
69 -0.043905 -2.043905 0.991095 -0.043905 0.364618
70 -0.031626 -2.031626 1.018374 -0.031626 0.374701
71 -0.006068 -2.006068 1.058932 -0.006068 0.390211
72 -0.081935 -2.081935 0.998065 -0.081935 0.367168
73 -0.074551 -2.074551 1.020449 -0.074551 0.37548
74 0.03288 -1.96712 1.14288 0.03288 0.424383
75 0.035579 -1.964421 1.160579 0.035579 0.431961
76 -0.036005 -2.036005 1.103995 -0.036005 0.408197
77 0.088969 -1.911031 1.243969 0.088969 0.469526
78 -0.015184 -2.015184 1.154816 -0.015184 0.429478
79 -0.044008 -2.044008 1.140992 -0.044008 0.423582
80 -0.075898 -2.075898 1.124102 -0.075898 0.416488
 81 -0.044776 -2.044776 1.170224 -0.044776 0.436147
82 0.017857 -1.982143 1.247857 0.017857 0.471355
83 0.070432 -1.929568 1.315432 0.070432 0.504308
84 0.036467 -1.963533 1.296467 0.036467 0.494834
85 0.045442 -1.954558 1.320442 0.045442 0.506841
86 -0.024062 -2.024062 1.265938 -0.024062 0.479956
87 -0.105899 -2.105899 1.199101 -0.105899 0.448925
88 -0.029493 -2.029493 1.290507 -0.029493 0.491893
89 0.112602 -1.887398 1.447602 0.112602 0.575568
90 0.055983 -1.944017 1.405983 0.055983 0.552105
91 -0.025337 -2.025337 1.339663 -0.025337 0.516677
92 -0.050813 -2.050813 1.329187 -0.050813 0.511293
93 0.029444 -1.970556 1.424444 0.029444 0.562392
94 0.094652 -1.905348 1.504652 0.094652 0.609359
95 0.063408 -1.936592 1.488408 0.063408 0.59954
96 0.022683 -1.977317 1.462683 0.022683 0.584314
97 -0.042054 -2.042054 1.412946 -0.042054 0.555962
98 -0.074208 -2.074208 1.395792 -0.074208 0.546507
99 0.009138 -1.990862 1.494138 0.009138 0.602986
100 0.010339 -1.989661 1.510339 0.010339 0.612834
101 0.048961 -1.951039 1.563961 0.048961 0.646593
102 -0.001573 -2.001573 1.528427 -0.001573 0.62402
103 -0.044576 -2.044576 1.500424 -0.044576 0.606788
104 -0.016749 -2.016749 1.543251 -0.016749 0.633339
105 0.004393 -1.995607 1.579393 0.004393 0.656648
106 -0.007244 -2.007244 1.582756 -0.007244 0.65886
107 -0.027016 -2.027016 1.577984 -0.027016 0.655723
108 -0.09446 -2.09446 1.52554 -0.09446 0.622221
109 0.001233 -1.998767 1.636233 0.001233 0.695053
110 -0.03887 -2.03887 1.61113 -0.03887 0.677822
111 0.07293 -1.92707 1.73793 0.07293 0.769457
112 0.062782 -1.937218 1.742782 0.062782 0.773199
113 0.036786 -1.963214 1.731786 0.036786 0.764744
114 0.002233 -1.997767 1.712233 0.002233 0.749936
115 -0.017899 -2.017899 1.707101 -0.017899 0.746098
116 0.042767 -1.957233 1.782767 0.042767 0.804743
117 0.007179 -1.992821 1.762179 0.007179 0.788344
118 0.001041 -1.998959 1.771041 0.001041 0.795361
119 -0.089103 -2.089103 1.695897 -0.089103 0.737785
120 -0.002648 -2.002648 1.797352 -0.002648 0.816565
121 -0.024382 -2.024382 1.790618 -0.024382 0.811086
122 -0.057166 -2.057166 1.772834 -0.057166 0.796789
123 0.032855 -1.967145 1.877855 0.032855 0.88502
124 -0.02103 -2.02103 1.83897 -0.02103 0.851266
125 0.072329 -1.927671 1.947329 0.072329 0.948692
126 0.064516 -1.935484 1.954516 0.064516 0.955535
127 -0.081637 -2.081637 1.823363 -0.081637 0.838084
128 -0.045397 -2.045397 1.874603 -0.045397 0.882147
129 0.082606 -1.917394 2.017606 0.082606 1.017762
130 0.009224 -1.990776 1.959224 0.009224 0.960044
131 0.052438 -1.947562 2.017438 0.052438 1.01759
132 0.024725 -1.975275 2.004725 0.024725 1.004737
133 -0.06143 -2.06143 1.93357 -0.06143 0.935728
134 -0.035532 -2.035532 1.974468 -0.035532 0.974791
135 0.09192 -1.90808 2.11692 0.09192 1.124029
136 -0.034133 -2.034133 2.005867 -0.034133 1.005884
137 -0.044249 -2.044249 2.010751 -0.044249 1.010809
138 0.058212 -1.941788 2.128212 0.058212 1.136794
139 0.008312 -1.991688 2.093312 0.008312 1.097805
140 0.008978 -1.991022 2.108978 0.008978 1.115138
141 -0.002682 -2.002682 2.112318 -0.002682 1.118869
142 0.063113 -1.936887 2.193113 0.063113 1.213019
143 0.034358 -1.965642 2.179358 0.034358 1.196449
144 -0.01084 -2.01084 2.14916 -0.01084 1.160858
145 0.037824 -1.962176 2.212824 0.037824 1.237166
146 -0.15353 -2.15353 2.03647 -0.15353 1.037143
147 -0.024516 -2.024516 2.180484 -0.024516 1.197797
148 0.012812 -1.987188 2.232812 0.012812 1.262144
149 -0.040586 -2.040586 2.194414 -0.040586 1.214599
150 -0.045004 -2.045004 2.204996 -0.045004 1.22752
151 0.056375 -1.943625 2.321375 0.056375 1.379023
152 0.008946 -1.991054 2.288946 0.008946 1.33502
153 0.023713 -1.976287 2.318713 0.023713 1.375356
154 -0.043662 -2.043662 2.266338 -0.043662 1.305177
155 0.094236 -1.905764 2.419236 0.094236 1.520799
156 0.087531 -1.912469 2.427531 0.087531 1.533467
157 -0.040278 -2.040278 2.314722 -0.040278 1.369879
158 0.075616 -1.924384 2.445616 0.075616 1.561452
159 0.069091 -1.930909 2.454091 0.069091 1.574742
160 0.090089 -1.909911 2.490089 0.090089 1.632461
161 -0.008978 -2.008978 2.406022 -0.008978 1.500835
162 0.023198 -1.976802 2.453198 0.023198 1.573336
163 0.005366 -1.994634 2.450366 0.005366 1.568886
164 -0.072802 -2.072802 2.387198 -0.072802 1.472848
165 -0.012727 -2.012727 2.462273 -0.012727 1.587679
166 -0.03166 -2.03166 2.45834 -0.03166 1.581446
167 -0.094227 -2.094227 2.410773 -0.094227 1.507983
168 -0.005216 -2.005216 2.514784 -0.005216 1.673277
169 0.128457 -1.871543 2.663457 0.128457 1.941493
170 -0.046311 -2.046311 2.503689 -0.046311 1.654814
171 -0.008955 -2.008955 2.556045 -0.008955 1.743762
172 0.110871 -1.889129 2.690871 0.110871 1.995452
173 0.036351 -1.963649 2.631351 0.036351 1.880149
174 -0.095879 -2.095879 2.514121 -0.095879 1.672168
175 -0.014703 -2.014703 2.610297 -0.014703 1.840979
176 -0.041333 -2.041333 2.598667 -0.041333 1.819691
177 0.020588 -1.979412 2.675588 0.020588 1.965188
178 -0.066876 -2.066876 2.603124 -0.066876 1.827819
179 0.012382 -1.987618 2.697382 0.012382 2.008487
180 -0.033409 -2.033409 2.666591 -0.033409 1.947586
181 0.103524 -1.896476 2.818524 0.103524 2.267152
182 0.03214 -1.96786 2.76214 0.03214 2.142857
183 0.062537 -1.937463 2.807537 0.062537 2.242378
184 0.014348 -1.985652 2.774348 0.014348 2.169178
185 -0.052022 -2.052022 2.722978 -0.052022 2.060561
186 -0.001781 -2.001781 2.788219 -0.001781 2.199477
187 -0.053599 -2.053599 2.751401 -0.053599 2.119969
188 -0.010038 -2.010038 2.809962 -0.010038 2.247822
189 -0.06653 -2.06653 2.76847 -0.06653 2.156464
190 -0.045477 -2.045477 2.804523 -0.045477 2.235631
191 0.022454 -1.977546 2.887454 0.022454 2.428937
192 0.031656 -1.968344 2.911656 0.031656 2.48844
193 -0.127683 -2.127683 2.767317 -0.127683 2.153979
194 0.020476 -1.979524 2.930476 0.020476 2.535716
195 -0.021947 -2.021947 2.903053 -0.021947 2.467124
196 -0.074431 -2.074431 2.865569 -0.074431 2.376359
197 0.094094 -1.905906 3.049094 0.094094 2.855062
198 -0.04725 -2.04725 2.92275 -0.04725 2.5162
199 0.026997 -1.973003 3.011997 0.026997 2.75109
200 -0.043083 -2.043083 2.956917 -0.043083 2.603658
201 -0.058505 -2.058505 2.956495 -0.058505 2.602558
202 0.02007 -1.97993 3.05007 0.02007 2.857852
203 -0.05898 -2.05898 2.98602 -0.05898 2.680543
204 -0.082925 -2.082925 2.977075 -0.082925 2.656675
205 0.036762 -1.963238 3.111762 0.036762 3.03971
206 -0.024308 -2.024308 3.065692 -0.024308 2.902846
207 0.060608 -1.939392 3.165608 0.060608 3.207873
208 -0.106345 -2.106345 3.013655 -0.106345 2.755654
209 0.012223 -1.987777 3.147223 0.012223 3.149435
210 0.017583 -1.982417 3.167583 0.017583 3.214215
211 0.015474 -1.984526 3.180474 0.015474 3.255917
212 -0.036973 -2.036973 3.143027 -0.036973 3.136248
213 0.080238 -1.919762 3.275238 0.080238 3.579554
214 -0.015988 -2.015988 3.194012 -0.015988 3.300297
215 0.034229 -1.965771 3.259229 0.034229 3.522705
216 -0.037889 -2.037889 3.202111 -0.037889 3.327133
217 -0.024906 -2.024906 3.230094 -0.024906 3.421553
218 -0.018834 -2.018834 3.251166 -0.018834 3.494417
219 -0.058328 -2.058328 3.226672 -0.058328 3.409864
220 -0.006349 -2.006349 3.293651 -0.006349 3.646074
221 0.051422 -1.948578 3.366422 0.051422 3.921293
222 0.022568 -1.977432 3.352568 0.022568 3.867344
223 0.040655 -1.959345 3.385655 0.040655 3.997444
224 -0.013046 -2.013046 3.346954 -0.013046 3.845693
225 -0.160446 -2.160446 3.214554 -0.160446 3.368792
226 -0.021389 -2.021389 3.368611 -0.021389 3.929887
227 0.000114 -1.999886 3.405114 0.000114 4.075989
228 -0.030468 -2.030468 3.389532 -0.030468 4.012972
229 0.018585 -1.981415 3.453585 0.018585 4.278423
230 -0.203628 -2.203628 3.246372 -0.203628 3.477704
231 -0.057617 -2.057617 3.407383 -0.057617 4.08525
232 0.025353 -1.974647 3.505353 0.025353 4.505744
233 -0.084235 -2.084235 3.410765 -0.084235 4.099089
234 0.009481 -1.990519 3.519481 0.009481 4.569851
235 -0.054655 -2.054655 3.470345 -0.054655 4.350738
236 -0.050977 -2.050977 3.489023 -0.050977 4.432761
237 0.037346 -1.962654 3.592346 0.037346 4.915267
238 -0.037497 -2.037497 3.532503 -0.037497 4.62975
239 -0.036977 -2.036977 3.548023 -0.036977 4.702166
240 0.036444 -1.963556 3.636444 0.036444 5.136868
241 0.028649 -1.971351 3.643649 0.028649 5.174016
242 0.037405 -1.962595 3.667405 0.037405 5.298399
243 0.015699 -1.984301 3.660699 0.015699 5.26299
244 -0.149025 -2.149025 3.510975 -0.149025 4.531147
245 -0.16649 -2.16649 3.50851 -0.16649 4.519993
246 0.020053 -1.979947 3.710053 0.020053 5.529255
247 0.048727 -1.951273 3.753727 0.048727 5.776093
248 0.072703 -1.927297 3.792703 0.072703 6.005667
249 0.061287 -1.938713 3.796287 0.061287 6.027228
250 0.036012 -1.963988 3.786012 0.036012 5.965615
251 0.052693 -1.947307 3.817693 0.052693 6.157639
252 0.042032 -1.957968 3.822032 0.042032 6.18441
253 0.033047 -1.966953 3.828047 0.033047 6.221723
254 0.0035 -1.9965 3.8135 0.0035 6.131872
255 -0.107828 -2.107828 3.717172 -0.107828 5.56876
256 -0.033536 -2.033536 3.806464 -0.033536 6.088879
257 0.065636 -1.934364 3.920636 0.065636 6.8253
258 0.030669 -1.969331 3.900669 0.030669 6.690372
259 0.017276 -1.982724 3.902276 0.017276 6.701126
260 -0.075206 -2.075206 3.824794 -0.075206 6.201518
261 0.039382 -1.960618 3.954382 0.039382 7.059551
262 0.062008 -1.937992 3.992008 0.062008 7.330235
263 -0.045605 -2.045605 3.899395 -0.045605 6.681852
264 -0.013921 -2.013921 3.946079 -0.013921 7.001182
265 0.014854 -1.985146 3.989854 0.014854 7.314465
266 0.04309 -1.95691 4.03309 0.04309 7.637652
267 0.045186 -1.954814 4.050186 0.045186 7.769346
268 -0.095375 -2.095375 3.924625 -0.095375 6.852579
269 0.047659 -1.952341 4.082659 0.047659 8.025783
270 0.018428 -1.981572 4.068428 0.018428 7.912371
271 0.089781 -1.910219 4.154781 0.089781 8.626003
272 0.028599 -1.971401 4.108599 0.028599 8.236697
273 -0.02845 -2.02845 4.06655 -0.02845 7.897531
274 -0.030691 -2.030691 4.079309 -0.030691 7.998943
275 0.0416 -1.9584 4.1666 0.0416 8.72856
276 -0.02052 -2.02052 4.11948 -0.02052 8.326808
277 -0.091605 -2.091605 4.063395 -0.091605 7.872652
278 0.106755 -1.893245 4.276755 0.106755 9.745005
279 0.027942 -1.972058 4.212942 0.027942 9.142577
280 0.001714 -1.998286 4.201714 0.001714 9.040493
281 -0.076416 -2.076416 4.138584 -0.076416 8.487408
282 -0.011962 -2.011962 4.218038 -0.011962 9.189285
283 0.010038 -1.989962 4.255038 0.010038 9.535655
284 -0.062152 -2.062152 4.197848 -0.062152 9.005614
285 0.05039 -1.94961 4.32539 0.05039 10.23067
286 0.043635 -1.956365 4.333635 0.043635 10.31537
287 -0.004394 -2.004394 4.300606 -0.004394 9.980231
288 -0.033639 -2.033639 4.286361 -0.033639 9.839064
289 -0.04244 -2.04244 4.29256 -0.04244 9.900254
290 -0.007877 -2.007877 4.342123 -0.007877 10.4033
291 -0.060974 -2.060974 4.304026 -0.060974 10.01442
292 -0.018375 -2.018375 4.361625 -0.018375 10.60818
293 0.003724 -1.996276 4.398724 0.003724 11.00912
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Chart Title

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