Robuta

https://it.mathworks.com/help/finance/bates.simbymilstein2_bates.html simByMilstein2 - Simulate Bates process sample paths by second order Milstein approximation - MATLAB This MATLAB function simulates NTrials sample paths of a Bates bivariate model driven by NBrowns Brownian motion sources of risk and NJUMPS compound Poisson... https://ch.mathworks.com/help/finance/cir.simbymilstein2_cir.html simByMilstein2 - Simulate CIR process sample paths by second order Milstein approximation - MATLAB This MATLAB function simulates NTrials sample paths of NVARS state variables driven by the CIR process sources of risk over NPeriods consecutive observation...