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New post: Simulating geometric Brownian motion https://jamesking.io/2026/08/03/geometric-brownian-motion
jamesking.ioSimulating geometric Brownian motionGeometric Brownian motion is a frequently used modelling tool in finance and economics (especially [Ergodicity Economics](https://ergodicityeconomics.com/)), but it can be tricky to understand and implement.
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