Plot Some Paths

This application allows you to generate and visualize some random paths

Versione 1.8.0.0 (9,26 KB)
2,8K download
(5)
10 dic 2008

Al momento, stai seguendo questo contributo

- 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 (2026). Plot Some Paths (https://it.mathworks.com/matlabcentral/fileexchange/22312-plot-some-paths), MATLAB Central File Exchange. Recuperato .

Riconoscimenti

Ispirato da: Kernel Smoothing Regression

Categorie

Scopri di più su Interest-Rate Instruments in Help Center e MATLAB Answers

Informazioni generali

Compatibilità della release di MATLAB

  • Compatibile con qualsiasi release

Compatibilità della piattaforma

  • Windows
  • macOS
  • Linux
Apri in una nuova scheda
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