Plot Some Paths

Version 1.8.0.0 (9.26 KB) by Rodolphe Sitter
This application allows you to generate and visualize some random paths
5.0
(5)
2.8K Downloads
Updated 10 Dec 2008

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- Plot arithmetic and geometric Brownian motions
- Plot Brownian bridges, 2D and 3D Brownian motions
- Plot some random paths for the the interest spot rate:
The two models you can chose from are the Vasicek and the Cox- Ingersoll-Ross (CIR) models

Cite As

Rodolphe Sitter (2024). Plot Some Paths (https://www.mathworks.com/matlabcentral/fileexchange/22312-plot-some-paths), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2007b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired by: Kernel Smoothing Regression

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Version Published Release Notes
1.8.0.0

updated
1.7.0.0

Brownian motions added
1.5.0.0

I corrected a typo. CIR stands for Cox- Ingersoll-Ross, I previously entered CID
1.3.0.0

I corrected a typo. This CIR stands for Cox-
Ingersoll-Ross, I previously entered CID
1.0.0.0