几何布朗运动

均值回复过程

m = 1.2

m = 1.5

m = 1.8

m = 1.2

m = 1.5

m = 1.8

情境一：K_c = 80 K_p = 75

32.72%

33.17%

33.57%

6.54%

6.65%

6.75%

情境二：K_c = 70 K_p = 65

52.35%

52.91%

53.36%

12.58%

12.81%

12.99%

情境三：K_c = 60 K_p = 55

71.34%

71.83%

72.15%

24.45%

24.93%

25.24%

情境四：K_c = 50 K_p = 45

85.75%

86.09%

86.32%

44.88%

45.53%

46.08%

情境五：K_c = 40 K_p = 35

94.29%

94.45%

94.56%

71.07%

71.74%

72.29%