(adsbygoogle = window.adsbygoogle || []).push({}); Does anyone know how to use MATLAB to produce this graph??

I'm writing a mathematical essay on Option Pricing and would like to include a graph which displays a process called a Wiener Process.

This is basically a process where the change [itex] \Delta z [/itex] in a time interval [itex] \Delta t [/itex] is modelled by

[itex] \Delta z = \epsilon\sqrt{\Delta t} [/itex]

where [itex] \epsilon [/itex] is a normal random variable with mean 1 and variance 0.

So for each [itex] \Delta t [/itex], [itex] \epsilon [/itex] computes one normal random variable. And the true graph is obtained when [itex] \Delta t \to 0 [/itex]. The graph should look something like this

Does anyone know what the MATLAB sequence would be to compute this??

I would really appreciate any help!

Thank :)

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# MATLAB Does anyone know how to use MATLAB to produce this graph?

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