S0     <- 100
mu     <- 0.01
sigma  <- 0.08
T      <- 5

S      <- rep(0, T)
S[1]   <- S0

N <- 10000
Sf <- rep(0, N) 

plot(S, type="n", ylim=c(50,150))

for (n in 1:N)
{
  x      <- rnorm(T, mu, sigma)
  for (t in 2:T)
  {
    S[t] = S[1] * exp( sum(x[1:t]) )
  }
  lines(S, col=n)
  Sf[n] <- S[T]
}

#hist(Sf)
mean(Sf)
sd(Sf)

#S <- ts(S)
#png(filename="Stock1.png", width=400, height=300)
#  plot(S, lwd=2, col=2, xlab="Time", ylab="Price")
#dev.off()