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 件のコメント

Star Strider
Star Strider 2019 年 2 月 21 日
The link you posted gives:
404 - File or directory not found
Jan
Jan 2019 年 3 月 21 日
編集済み: Jan 2019 年 3 月 21 日
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.
Rena Berman
Rena Berman 2019 年 4 月 2 日
(Answers Dev) Restored edit

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回答 (1 件)

Gani
Gani 2019 年 2 月 21 日
編集済み: Gani 2019 年 2 月 21 日

0 投票

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 件のコメント

Katie Brewer
Katie Brewer 2019 年 2 月 21 日
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 2019 年 2 月 22 日
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.

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2019 年 4 月 2 日

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