Plot Some Paths

Version 1.8.0.0 (9,26 KB) von Rodolphe Sitter
This application allows you to generate and visualize some random paths
5.0
(5)
2,8K Downloads
Aktualisiert 10. Dez 2008

Lizenz anzeigen

- 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

Zitieren als

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

Kompatibilität der MATLAB-Version
Erstellt mit R2007b
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux
Quellenangaben

Inspiriert von: Kernel Smoothing Regression

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Version Veröffentlicht Versionshinweise
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