I use 2 different processes for simulation ,all parameters are based on historical price , keep in mind this is based on the assumption nothing will change.. and here is the result :
tart Ito processs path 1 ,mean price 19.617421942750035 path 2 ,mean price 5.34105140554692 path 3 ,mean price 28.156416323459872 path 4 ,mean price 7.123895965240329 path 5 ,mean price 13.284381018260042 path 6 ,mean price 18.014942943624742 path 7 ,mean price 54.93321195173955 path 8 ,mean price 132.55081408648073 path 9 ,mean price 19.80880900198989 path 10 ,mean price 36.957616973501715 mean price in 5 years: 33.578856161259374 median price in 5 years: 7.875980990836307 max price in 5 years: 711.1844830750892 min price in 5 years : 0.009369988449513766
Wiener processs path 1 ,mean price 52.12703021045326 path 2 ,mean price 73.65846751835605 path 3 ,mean price 76.57150912846586 path 4 ,mean price 19.85259680536485 path 5 ,mean price 28.04585572803826 path 6 ,mean price 1525.76864311524 path 7 ,mean price 135.92302469007367 path 8 ,mean price 89.817123077514 path 9 ,mean price 76.17398160858912 path 10 ,mean price 18.547608264680203 mean price in 5 years: 209.6485840146775 median price in 5 years: 52.08854151139097 max price in 5 years: 7659.576486165567 min price in 5 years: 0.8527951997121831
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