Motivation Given an asset’s price at a pair of times (e.g., the price of APPL at 9:00am and 9:30am on a particular trading day), one may be interested in interpolating the price between these times. Of course, while it is possible to simply interpolate linearly between these times, this approach does not generate a distribution of possible realizations which may be needed for statistical analyses. Consider, for example, modeling the stock price as a geometric Brownian motion (GBM). As the name s...