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Another fascinating option: the so-called random walk which is, in layman's terms the simulation of a random and unpredictable path. More information on Wikipedia and an implementation experiment in Python.
So you want to simulate a price path, right? Googeling this you will find code in the programming language of your choice. The usual starting point for share price simulation is the Geometric Brownian motion (GBM) model. It assumes log-normal prices. It turns out that models with jumps often relfect reality closer. Such models are called Lévy models and ...
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