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The repository includes the following: The python-script to visualize five paths of a Brownian motion under the real measure The python-script to visualize the respective five paths of a Bachelier price dynamic under the real measure The python-script to visualize the five Brownian motion under the risk-neutral measure, that follows from the Girsanov Theorem The python-script to visualize the five Bachelier path under the risk-neutral measure, that follows from the Girsanov Theorem Plot of the Brownian motions Plot of the Bachelier Paths

The plot within the script gives the two plots. One for the Brownian motions under both measures and one for the Bachelier Paths under both measures. You can see how the Motion is shifted in such a way, that the Bachlelier Path has no drift under the risk-neutral measure.

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This repository holds the code in python to simulate the Girsanov Theorem for a Bachelier price path

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