An example case is considered to price an option at a maturity of T years - prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally option prices are compared to

蒙特卡洛模拟、布朗运动过程在excel中的实现-The monte carlo simulation, Brownian motion

The model of Brownian motion.

欧式期权的定价，利用几何布朗运动，包括置信区间的估计！-European option pricing, the use of geometric Brownian motion, including the confidence interval estimate!