Plot Some Paths

版本 1.8.0.0 (9.3 KB) 作者: Rodolphe Sitter
This application allows you to generate and visualize some random paths
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2.8K 次下载
更新时间 2008/12/10

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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

引用格式

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

MATLAB 版本兼容性
创建方式 R2007b
兼容任何版本
平台兼容性
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致谢

参考作品: Kernel Smoothing Regression

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版本 已发布 发行说明
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