Plot Some Paths

Versione 1.8.0.0 (9,26 KB) da Rodolphe Sitter
This application allows you to generate and visualize some random paths
5.0
(5)
2,8K download
Aggiornato 10 dic 2008

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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

Cita come

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

Compatibilità della release di MATLAB
Creato con R2007b
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS Linux
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Ispirato da: Kernel Smoothing Regression

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Versione Pubblicato Note della release
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