Volatile Brownian Motion

In the animation below we examine a Brownian Motion with and without diffusion coefficient. Thus, we see the volatile behavior of the process.

Animation of the Brownian Motion only with volatility
Animation: The impact of the volatility

The full source code behind this simulation and animations can be found on my Python Notebook. For more information, please follow me on Twitter.

If you liked what you just saw, it would be really helpful to subscribe to the mailing list below. You will not get spammed that's a promise! You will get updates for the newest blog posts and visualizations from time to time.