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Plot Some Paths

version (9.26 KB) by Rodolphe Sitter
This application allows you to generate and visualize some random paths


Updated 10 Dec 2008

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- Plot arithmetic and geometric Brownian motions
- Plot Brownian bridges, 2D and 3D Brownian motions
- Plot some random paths for the the interest spot rate:
The two models you can chose from are the Vasicek and the Cox- Ingersoll-Ross (CIR) models

Cite As

Rodolphe Sitter (2022). Plot Some Paths (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2007b
Compatible with any release
Platform Compatibility
Windows macOS Linux

Inspired by: Kernel Smoothing Regression

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