Katie Brewer

Actif depuis 2019

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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%20Presentatio...

presque 6 ans il y a | 1 réponse | 0

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3D plot for pricing options over increasing time and asset price
I have a function that works out the black scholes formula over changing time and price of the underlying. I need C to store an...

presque 6 ans il y a | 1 réponse | 0

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Question

Plotting error bar plot error bar plot for Monte Carlo simulation
I have the following code which does a monte carlo simulation for option pricing. For some reason, when I run it once and run ...

presque 6 ans il y a | 1 réponse | 0

1

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Question

plotting multiple brownian motions curves on the same plot
I have the following code to create the random path of a geometic brownian motion but I want to plot every iteration on top of e...

presque 6 ans il y a | 1 réponse | 0

1

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