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| File Information |
| Description |
Function CIRPATH simulates a discretely-sampled path of a Cox-Ingersoll-Ross process.
Please see CIRPATHDEMO, by following link 'Published m-files' below. |
| Required Products |
Statistics Toolbox
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| MATLAB release |
MATLAB 7.2 (R2006a)
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| Zip File Content |
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| Published M Files |
CIRPATHDEMO
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| Other Files |
cirpathdemo/cirpath.m,
cirpathdemo/cirpathdemo.m,
cirpathdemo/html/cirpathdemo_eq19833.png,
cirpathdemo/html/cirpathdemo_01.png,
cirpathdemo/html/Thumbs.db,
cirpathdemo/html/cirpathdemo.png,
cirpathdemo/html/cirpathdemo_02.png
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| Comments and Ratings (1) |
| 01 Oct 2007 |
Dimitri Shvorob
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| Updates |
| 02 Oct 2007 |
typo correction |
| 17 Oct 2007 |
cosmetic revision |
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