Why doesn't MATLAB plot?
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stock = 100;
delta_t = 1 / 365;
volatility = 0.1;
for i = 1 : 5
stock = stock .* exp( volatility .* sqrt ( delta_t ) .* randn(1) );
disp( stock )
end
t = 1 : 5 plot(stock,t)
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Anyone could help please? Thank you
Tony
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Tiancong Sui
le 8 Oct 2013
0 votes
2 commentaires
Matthew Crema
le 8 Oct 2013
I'm guessing you want to save the value of stock in each iteration of the for loop. Try:
for i = 2 : 5
stock(i) = stock(i-1) .* exp( volatility .* sqrt ( delta_t ) .* randn(1) );
disp( stock )
end
Tiancong Sui
le 8 Oct 2013
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