Plot Some Paths
- 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 .
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- Computational Finance > Financial Instruments Toolbox > Price Instruments Using Functions > Interest-Rate Instruments >
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Ispirato da: Kernel Smoothing Regression
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Versione | Pubblicato | Note della release | |
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1.8.0.0 | updated |
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1.7.0.0 | Brownian motions added |
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1.5.0.0 | I corrected a typo. CIR stands for Cox- Ingersoll-Ross, I previously entered CID |
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1.3.0.0 | I corrected a typo. This CIR stands for Cox-
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1.0.0.0 |