//JDBC驱动器名称（JDBC-ODBC桥） private String strDBDriver = "sun.jdbc.odbc.JdbcOdbcDriver" //数据库的URL地址 private String strUrl = "jdbc:odbc:atm1" //指定要访问的数据库名称 private String strDBName = "atm1" //数据库用户名称 private String strUserName

An example case is considered to price an option at a maturity of T years - prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally option prices are compared to