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function ‘vartest2’ in ‘matlab’ software r2014a  (MathWorks Inc)


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    MathWorks Inc function ‘vartest2’ in ‘matlab’ software r2014a
    Function ‘Vartest2’ In ‘Matlab’ Software R2014a, supplied by MathWorks Inc, used in various techniques. Bioz Stars score: 93/100, based on 22 PubMed citations. ZERO BIAS - scores, article reviews, protocol conditions and more
    https://www.bioz.com/product/matlab+function+vartest2/MATLAB+Production+Server+Client+Libraries/pm30877640-165-7-11
    Average 93 stars, based on 22 article reviews
    function ‘vartest2’ in ‘matlab’ software r2014a - by Bioz Stars, 2026-10
    93/100 stars

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    Control:

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    Article Snippet: To describe our MATLAB® library, e generate a single trajectory of a bi-variate version of the well-known stochastic volatility model by [13]: dx1(t) = ( μ1 − 1 2 v1(t) ) dt + √ v1(t)dW 1t (23) dx2(t) = ( μ2 − 1 2 v2(t) ) dt + √ v2(t)dW 2t (24) dv1(t) = θ1(α1 − v1(t))dt + γ1 √ v1(t)dW 3t (25) dv2(t) = θ2(α2 − v2(t))dt + γ2 √ v2(t)dW 4t (26) where W 1,W 2,W 3,W 4 are correlated Brownian motions such that ⟨dW kt , dW rt ⟩ = ρk,r dt.

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