path<-1
count<-5000
interval<-5/count
mean<-0.06
sigma<-0.3
samples<-matrix(0,nrow=(count+1),ncol=path)
for(i in 1:path)
{
samples[1,i]<-100
for(j in 2:(count+1))
{
samples[j,i]<-samples[j-1,i]*exp(interval*(mean-((sigma)^2)/2)+((interval)^.5)*rnorm(1)*sigma) #Expression for Geometric Brownian Motion
}
}
plot(samples, type="l", xlab="Temps", ylab="Prix de l'action")