https://es.mathworks.com/help/finance/bm.simbymilstein_sde.html
simByMilstein - Simulate diagonal diffusion for BM, GBM, CEV, HWV, SDEDDO, SDELD, or SDEMRD sample...
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...