Plotting graphs over each other for N iterations

1 visualización (últimos 30 días)
Katie Brewer
Katie Brewer el 21 de Feb. de 2019
Comentada: Rena Berman el 2 de Abr. de 2019
I have the follow code to model a brownian motion (from http://ac.aua.am/tigran_bunarjyan/Public/NA_Monte%20Carlo%20Presentation.pdf) but I want to plot for all the steps, ie have step=500; lines of brownian motions plotted on the same graph. I have read and watched so many tutorials but everything I have tried crashed matlab.
clear all
clc
S=100;
sigma=0.3;
T=1.2;
r=0.05;
step=500;
dt=T/step;
sqdt=sqrt(dt);
rr=randn(1, step);
St=S;
stockPrices=[];
ts=[];
stockPrices(1)=S;
ts(1)=0;
for st=1:step
St=St*(1+r*dt+sigma*sqdt*rr(1,st));
stockPrices(st+1)=St;
ts(st+1)=st;
end
%plot(ts,stockPrices)
title("Stock Price for Day =0...500");
xlabel=("Day");
ylabel=("Price");
  3 comentarios
Jan
Jan el 21 de Mzo. de 2019
Editada: Jan el 21 de Mzo. de 2019
Katie Brewer has removed the contents of the question twice. She has removed the contents of her other 3 questions also. It seems, like she is not interested in a cooperative usage of the forum. What a pity.
Rena Berman
Rena Berman el 2 de Abr. de 2019
(Answers Dev) Restored edit

Iniciar sesión para comentar.

Respuestas (1)

Gani
Gani el 21 de Feb. de 2019
Editada: Gani el 21 de Feb. de 2019
Check this.
clear all
clc
S=100;
sigma=0.3;
T=1.2;
r=0.05;
step=500;
dt=T/step;
sqdt=sqrt(dt);
rr=randn(1, step);
St=S;
stockPrices(1)=S;
ts= 1:step+1;
for st=1:step
St=St*(1+r*dt+sigma*sqdt*rr(1,st));
stockPrices(st+1)=St;
end
plot(ts,stockPrices)
title('Stock Price for Day =0...500');
xlabel('Day');
ylabel('Price');
  2 comentarios
Katie Brewer
Katie Brewer el 21 de Feb. de 2019
This doesn't work, it just prints what I had before.
where each random path is printed over the top of the old one?
Gani
Gani el 22 de Feb. de 2019
In Mathworks File Exchange there are some Brownian Motion functions uploaded. You can use them. The graphs are in 3-D. You can modify it to 2D if necessary.

Iniciar sesión para comentar.

Categorías

Más información sobre Surface and Mesh Plots en Help Center y File Exchange.

Etiquetas

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by