Robuta

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... https://nl.mathworks.com/help/finance/merton.simbymilstein_merton.html simByMilstein - Simulate diagonal diffusion Merton sample paths by Milstein approximation - MATLAB This MATLAB function simulates NTrials sample paths of NVars correlated state variables driven by NBrowns Brownian motion sources of risk and NJumps compound... simulatediagonaldiffusionmerton