Plot Some Paths
This application allows you to generate and visualize some random paths
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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 (2026). Plot Some Paths (https://ch.mathworks.com/matlabcentral/fileexchange/22312-plot-some-paths), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired by: Kernel Smoothing Regression
General Information
- Version 1.8.0.0 (9.26 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 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 |
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| 1.3.0.0 | I corrected a typo. This CIR stands for Cox-
|
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| 1.0.0.0 |
