clear all
t=1;r=0.056;deltaT=1/50;sigmal=0.02155;
A=1;
s1=[2.474*ones(10000,1) zeros(10000,50)];
a=0,b=0,c=0;
for i=1:50
x=randn(10000,1);
path=A*x';
s1(:,i+1)=s1(:,i)+r*deltaT*s1(:,i )+sigmal* deltaT^0.5*(s1(:,i ).*path(1,:)');
if s1(:,i+1)<2.67192
a=a+1;
elseif s1(:,i+1)<2.78325
b=b+1;
else
c=c+1;
end
end
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