GB

GeometricBrownian<-function()
{
  paths<-10
  count<-5000
  interval<-5/count
  mean<-0.06
  sigma<-0.3
  sample<-matrix(0,nrow=(count+1),ncol=paths)
  for(i in 1:paths)
  {
    sample[1,i]<-100
    for(j in 2:(count+1))
    {
      sample[j,i]<-sample[j-1,i]*exp(interval*(mean-((sigma)^2)/2)+((interval)^.5)*rnorm(1)*sigma) #Expression for Geometric Brownian Motion
    }
  } 
  
  matplot(sample,main="Geometric Brownian",xlab="temps",ylab="trajectoire",type="l")
}
GeometricBrownian()