Added: April 13, 2013 | Visits: 433
Introduction----------------This code simulates commodity spot prices using the Clewlow and Strickland one factor daily spot model using a Monte Carlo approach. The derived stochastic differential equations (SDEs) are solved using several finite difference schemes.The paper detailing the...
Platforms: Matlab
Added: July 31, 2013 | Visits: 395
fractPC.m provides the Predictor-corrector Method for fractional order Relaxation-Oscillation equation (u_t_alpha=-B u(t)+f(t), 0
Platforms: Matlab
Windows Software
Albina Merfyn - I find this to be really easy to use. I can...
