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
5.0
(5)
2.8K 次下载
更新时间 2008/12/10

查看许可证

- 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. 检索来源 .

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

参考作品: Kernel Smoothing Regression

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

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