blob: 00d19a9034080802dd064e6454006984d0e0a76e [file] [log] [blame]
def dN(x,mu,si): # pdf normal distribution
z = (x - mu) / si
return exp(-0.5 * z ** 2) / sqrt(2 * pi * si ** 2)
S0 = 100.0 # initial index level