GitHub / open-source-modelling / correlated_brownian_motion_matlab
n dimensional Brownian motion with an arbitrary mean and Variance Covariance matrix.
JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/open-source-modelling%2Fcorrelated_brownian_motion_matlab
PURL: pkg:github/open-source-modelling/correlated_brownian_motion_matlab
Stars: 6
Forks: 1
Open issues: 0
License: mit
Language: MATLAB
Size: 15.6 KB
Dependencies parsed at: Pending
Created at: over 3 years ago
Updated at: over 1 year ago
Pushed at: over 2 years ago
Last synced at: about 1 year ago
Topics: actuarial, actuarial-modeling, algorithms, brownian-motion, differential-equations, finance, matlab, matrix