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Plotting graphs over each other for N iterations

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Katie Brewer
Katie Brewer on 21 Feb 2019
Commented: Rena Berman on 2 Apr 2019
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 Comments

Star Strider
Star Strider on 21 Feb 2019
The link you posted gives:
404 - File or directory not found
Jan
Jan on 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.

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Answers (1)

Gani
Gani on 21 Feb 2019
Edited: Gani on 21 Feb 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 Comments

Katie Brewer
Katie Brewer on 21 Feb 2019
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 on 22 Feb 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.

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