Fig. 9From: Foreign exchange trading and management with the stochastic dual dynamic programming methodSample of the RN solution described in "Setting 1: Non-speculative trading" section. FX price follows the dynamics in (15). Scenarios in grey follow the Vasicek model during the entire day. Scenarios in green and red have a shock during the day, which changes the dynamics to a GBM model with negative(green) or positive(red) driftBack to article page