fabregasmu 发表于 2014-10-24 12:25 
大神,这是用调整后 mu=0.15  sigma=0.3 lt=15之后Matlab做出来的数据,感觉为啥有点不像股票数据走势图 ...
That's it. This is correct. If you want to make it better, choose a smaller time interval, as small as possible (as long as you do not run out of memory). Another thing is your time horizon is 15 years... try some shorter time horizon like 1 year as I recommended. You usually do not see a 15 years stock graph, that's probably the reason why you don't feel it looks like a stock process.