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  習(xí)題:
  Exercise:
  Which of the following best describes the GMB MCS?
  A     Stochastic drift (scaling with time) plus deterministic shock (volatility scaling with square root of time).
  B     Stochastic drift (scaling with square root of time) plus deterministic shock (volatility scaling with time).
  C     Deterministic drift (scaling with time) plus stochastic shock (volatility scaling with square root of time).
  D     Deterministic drift (scaling with square root of time) plus stochastic shock (volatility scaling with time).
  Answer: C
  Deterministic drift (scaling with time) plus stochastic shock (volatility scaling with square root of time).