# How to simulate stock prices with stochastic time change subordinated arithmetic Brownian Motion?

the idea is to simulate price returns thus to be normally distributed i 'am trying to use subordinated arithmetic brownian motion subordinated to time activity (volume) stock prices are following GBM then you can say

dSt=μStdt+σStdWt where the time considered is not the calendar time but activity time (Ané & Geman 2000) I faced problems while implement it on matlab so any help to do it will be greatful

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Can you say what these problems were that you faced in Matlab? Can you post your Matlab code here? –  chrisaycock Sep 23 at 16:10

>> sigma = 0.001;