Plotting graphs over each other for N iterations

1 Ansicht (letzte 30 Tage)
Katie Brewer
Katie Brewer am 21 Feb. 2019
Kommentiert: Rena Berman am 2 Apr. 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 Kommentare
Jan
Jan am 21 Mär. 2019
Bearbeitet: Jan am 21 Mär. 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 am 2 Apr. 2019
(Answers Dev) Restored edit

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Antworten (1)

Gani
Gani am 21 Feb. 2019
Bearbeitet: Gani am 21 Feb. 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 Kommentare
Katie Brewer
Katie Brewer am 21 Feb. 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 am 22 Feb. 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.

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