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How to implement a Correlated Brownian Motion correctly
I have trouble implementing a Correlated Brownian Motion. I need the simulation for 1000 paths and T=5. Only the values of the...
8 years ago | 1 answer | 0
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Define distribution function to be zero if ecdf(X) is not defined
I have a distribution of random numbers X in the interval [50,100]. When using the function ecdf(X) to receive the empirical cu...
8 years ago | 1 answer | 0
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How to integrate a distribution function for a specific interval?
I computed two distribution function: [distribution_1,x]=ecdf(X); Distribution_2= f(distribution_1); Now I want to integr...
8 years ago | 2 answers | 0
