I wrote this code to simulate stock price scenarios by using Geometric Brownian Motion for each business day in one year.
npaths= 3000 ;
Weiner= [zeros(1,npaths); cumsum(epsilon).*sqrt(dt)] ;
S_t= bsxfun(@plus, drift*dt, sigma_daily_oil*Weiner);
I would like to compute stock price scenarios only for grid points 1Y 2Y 3Y 4Y 5Y . Is correct to consider dt=1 and nsteps=5? Does anyone can help me , please?