Simulate a Cox-Ingersoll-Ross process 1.0

Date Added: March 25, 2013 | Visits: 341

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Function CIRPATH simulates a discretely-sampled path of a Cox-Ingersoll-Ross process.Please see CIRPATHDEMO, by following link 'Published m-files' below.

Requirements: No special requirements

Platforms: Matlab

Keyword: Cirpath, Cirpathdemo, Coxingersollross, Discretelysampled, Function, Mfiles, Processplease, Published, Simulates

Users rating: 0/10

License: Shareware

Size: 20.48 KB

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