Simulate multivariate stochastic differential equations (SDEs) forSDE,BM,GBM,CEV,CIR,HWV,Heston,SDEDDO,SDELD,SDEMRD,Merton, orBatesmodels collapse all in page Syntax [Paths,Times,Z] = simulate(MDL) [Paths,Times,Z] = simulate(___,Optional,Scheme) ...
This MATLAB function simulates NTrials sample paths of NVARS state variables driven by the BM, GBM, CEV, HWV, SDEDDO, SDELD, or SDEMRD process sources of risk over NPeriods consecutive observation periods, approximating continuous-time by the Milstein ap