The xllmonte add-in library

## RANDOM.BROWNIAN |

Generate Brownian samples at given times.

Description

Generate Brownian sample paths μt + σB_{t}
where B_{t} is standard Brownian motion.

Syntax

RANDOM.BROWNIAN(Times, Stdev, Mean)

**Times**is an array of times at which to sample the Brownian motion.**Stdev**is the optional volatility of the Brownian motion. Default is 1.**Mean**is the optional drift of the Brownian motion. Default is 0.