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Ito Process Random Walk Model

===Ito Process Random Walk Model===
* '''Category''': [c:Model Library.Business and Financial| Business and Financial]
* '''Contact''': [support@goldsim.com| GoldSim Technology Group]

====Description====

This simple model illustrates how an Ito process can be modeled with the History Generator element.  An Ito process does a simple random walk for a value with an underlying exponential growth rate expressed as the expected normalized growth per year, and a normalized variance that increases linearly with time. It is widely used for simulating the value of an investment.

====Download the model file====

* '''GoldSim version the model is saved in:''' [++GoldSim | The latest version of GoldSim]
* '''size''': 78 KB
* '''file name''': ItoProcess.gsm
* '''Download''': [/Downloads/ModelLibrary/ItoProcess.gsm|Click here to download the model file.]

====See Also====
[c:Model Library.Business and Financial| Other Business and Financial models]

Meta Keywords: exponential growth, History Generator, investment, Ito process, random walk
Meta Description: This simple model illustrates how an Ito process can be modeled using a History Generator.
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Ito Process Random Walk Model

Making Better Decisions In An Uncertain World

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