Hello I am trying to simulate the following base SDE model using the financial toolbox
where are independent weiner processes
I wrote the drift and diffusion functions in two separate matlab functions in two separate files
G=[0.1 0;0 0.1]
But when i tried to create the sde object, by calling obj=SDE(drf,diffu) i got the following error
''Drift rate must be a 'Drift' function or a function''. I am using Matlab 2018. As far as i can see, the functions are of the correct dimensionality. What is wrong?