问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
ABC选项是什么意思？AC如何理解？
NO.PZ2016062402000039 问题如下 Previous questionConsir a stothpays no vin, ha volatility of 25% panhexpectereturn of 13% pThe current stopriis S0S_0S0 = $30. This implies the mol St+1=St(1+0.13△t+0.25△tε)S_{t+1}=S_t{(1+0.13\bigtriangleup t+0.25\sqrt{\bigtriangleup t}\varepsilon)}St+1=St(1+0.13△t+0.25△tε), where ε is a stanrnormranm variable. To implement this simulation, you generate a path of the stopristarting t = 0, generating a sample for e, upting the stopriaccorng to the mol, incrementing t 1, anrepeating this process until the enof the horizon is reache QWhistrategies for generating a sample for ε will implement this simulation properly?AGenerate a sample for ε using the inverse of the stanrnormcumulative stribution of a sample value awn from a uniform stribution between 0 an1.-------------------Continuing with the previous question, you have implementethe simulation process scusseearlier using a time interv△t= 0.001, anyou are analyzing the following stopripath generateyour implementation.Give this sample, whiof the following simulation steps most likely contains error? A.Calculation to upte the stopri B.Generation of ranm sample value for ε C.Calculation of the change in stopriring eaperio None of the above The ranm variable e shoulhave a stanrnormstribution, whimeans thit shoulhave negative well positive values, whishoulaverage close to zero. This is not the case here. This is probably a uniform variable instea Generate a sample for ε using the inverse of the stanrnormcumulative stribution of a sample value awn from a uniform stribution between 0 an1. 是什么意思？
NO.PZ2016062402000039 Generation of ranm sample value for ε Calculation of the change in stopriring eaperio None of the above The ranm variable e shoulhave a stanrnormstribution, whimeans thit shoulhave negative well positive values, whishoulaverage close to zero. This is not the case here. This is probably a uniform variable instea 请一下C，没明白
NO.PZ2016062402000039 这道题能详细一下吗
“C的意思是通过每期服从标准正态分布的ε乘以波动率求的每期△S，波动性这个条件在上一题给的条件里应该有，或者不看上一题，就看每期△S和ε比例都相等也可以推出每期△S计算式正确的。”----ε乘以波动率求每期ΔS，这是哪里的知识点？GSM的维纳过程不是ε乘以根号Δt吗？
