Simulate a Cox-Ingersoll-Ross process

版本 1.0.0.0 (24.3 KB) 作者: Dimitri Shvorob
(Exact algorithm)
3.0
(2)
4.9K 次下载
更新时间 2016/4/4

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Function CIRPATH simulates a discretely-sampled path of a Cox-Ingersoll-Ross process.
Please see CIRPATHDEMO, by following link 'Published m-files' below.

引用格式

Dimitri Shvorob (2024). Simulate a Cox-Ingersoll-Ross process (https://www.mathworks.com/matlabcentral/fileexchange/16670-simulate-a-cox-ingersoll-ross-process), MATLAB Central File Exchange. 检索时间: .

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cirpathdemo/

cirpathdemo/html/

版本 已发布 发行说明
1.0.0.0

BSD
cosmetic revision