Description Usage Arguments Author(s) See Also Examples
This function plots trajectories of the Schwartz two-factor model including the means and confidence intervals at 99%, 95% and 90% levels.
1 2 |
x |
A |
n |
Number of trajectories. |
time |
Time span of the simulation. |
dt |
Time step. |
David Luethi
schwartz2f
constructor.
1 2 3 4 5 | object <- schwartz2f(s0 = 1, mu = 0.1, sigmaS = 0.2,
delta0 = 0, kappa = 2, alpha = 0.05, sigmaE = 0.1,
rho = 0.5)
plot(object, n = 50, time = 2, dt = 1/52)
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