You can simulate the terminal value of a 1D Brownian motion using a Gaussian random number generator, `randn`

in Julia. For some problems you would like to simulate the maximum and minimum in addition to the terminal value. Are there Julia codes to jointly simulate (high, low, terminal_value)? It would be possible to subdivide the Brownian motion and use the maximum of the points simulated as the lower bound of the true maximum. The approximation gets better but also more time-consuming as you use more subintervals.

Iām new to Julia but have used Fortran, Python, and R. My computing interests are statistics and quantitative finance.