Cirpath software
Cirpath
Added: March 25, 2013 | Visits: 343
Function CIRPATH simulates a discretely-sampled path of a Cox-Ingersoll-Ross process.Please see CIRPATHDEMO, by following link 'Published m-files' below.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 20.48 KB | Download (44): Simulate a Cox-Ingersoll-Ross process Download |