% AssetPaths.m
function SPaths=AssetPaths(S0,mu,sigma,T,NSteps,NRepl)
dt=T/NSteps;
sidt=sigma*sqrt(dt);
% create increments of a Brownian Motion
Increments =(mu-0.5*sigma^2)*dt +sidt*randn(NRepl,NSteps);
% create trajectory of the Brownian Motion
LogPaths=cumsum([log(S0)*ones(NRepl,1), Increments],2);
% create trajectory of a Geometric Brownian Motion
SPaths=exp(LogPaths);