Plotting graphs over each other for N iterations

1 次查看（过去 30 天）
Katie Brewer
Katie Brewer 2019-2-21
评论： Rena Berman 2019-4-2
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 个评论
显示 1更早的评论
Jan
Jan 2019-3-21
编辑：Jan 2019-3-21
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.

请先登录，再进行评论。

请先登录，再回答此问题。

回答（1 个）

Gani
Gani 2019-2-21
编辑：Gani 2019-2-21
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 个评论
Katie Brewer
Katie Brewer 2019-2-21
This doesn't work, it just prints what I had before.
I want a graph like so https://www.reddit.com/r/dataisbeautiful/comments/7omtm5/a_plot_of_10000_random_walkers_utilizing_brownian/
where each random path is printed over the top of the old one?
Gani
Gani 2019-2-22
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.
Brownian Motion and 3D Brownian Motion

请先登录，再进行评论。

类别

在 Help Center 和 File Exchange 中查找有关 Surface and Mesh Plots 的更多信息

标签

Community Treasure Hunt

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

Start Hunting!

Translated by