function VG()
    % A stochastic process S(t) is said to follow a GBM if it satisfies the Stochastic Differential Equation:  dS(t)=mu*S(t)*dt+sigma*S(t)*dW(t)
    % This SDE has the analytic solution S(t)=S(0)*exp((mu-(sigma^2)/2)*t+sigma*W(t)) with E(S(t))=S(0)*exp(mu*t)
    % However, I propose that S(0) be replaced with S(t-1)
    t=1;
    T=390;
    sigma=0.05;
    mu(1)=0;
    S(1)=4;
    for t=1:T  % t must have increments of length 1 for randn function to be appropriate
    S(t+1)=S(t).*exp(mu.*t+sigma.*unifSample([0.15 0.7 0.15],[-0.1 0 0.1]));
    end
    plot([1:T+1],S)
    axis([0 T+1 3 5])
    grid on