Plot Some Paths
version 1.8.0.0 (9.26 KB) by
Rodolphe Sitter
This application allows you to generate and visualize some random paths
- 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 (2021). Plot Some Paths (https://www.mathworks.com/matlabcentral/fileexchange/22312-plot-some-paths), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R2007b
Compatible with any release
Platform Compatibility
Windows macOS LinuxCategories
Tags
Acknowledgements
Inspired by: Kernel Smoothing Regression
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Discover Live Editor
Create scripts with code, output, and formatted text in a single executable document.
