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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

2.8K Downloads

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 (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 Linux
Acknowledgements

Inspired by: Kernel Smoothing Regression

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