Plotting graphs over each other for N iterations

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 commentaires

The link you posted gives:
404 - File or directory not found
Jan
Jan le 21 Mar 2019
Modifié(e) : Jan le 21 Mar 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.
(Answers Dev) Restored edit

Connectez-vous pour commenter.

Réponses (1)

Gani
Gani le 21 Fév 2019
Modifié(e) : Gani le 21 Fév 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 commentaires

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 le 22 Fév 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.

Connectez-vous pour commenter.

Catégories

En savoir plus sur MATLAB dans Centre d'aide et File Exchange

Community Treasure Hunt

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

Start Hunting!

Translated by