plotting n paths of geometric brownian motion
조회 수: 8 (최근 30일)
이전 댓글 표시
hello, i wanna plot say 30 paths of gbm, my problem is how to plot those paths cause my matrix (X1) is 3 dimensions
dt=1/250;
r=0.2;
sig=0.4;
n=30;
obj = gbm(r, diag(sig), 'StartState', 100)
[X1,T] = obj.simulate(100, 'DeltaTime', dt,'ntrials',30);
plot(T,X1)
댓글 수: 0
채택된 답변
KSSV
2017년 10월 6일
Your X1 is a 3D matrix....of dimension 101X1X30. You squeeze it to 2D matrix, to remove unwanted dimension and then use plot.
dt=1/250;
r=0.2;
sig=0.4;
n=30;
obj = gbm(r, diag(sig), 'StartState', 100) ;
[X1,T] = obj.simulate(100, 'DeltaTime', dt,'ntrials',30);
X1 = squeeze(X1) ;
plot(T,X1) ;
댓글 수: 0
추가 답변 (0개)
참고 항목
제품
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!