Maximum likelihood estimation of the cox ingersoll ross process the matlab implementation

The following Matlab project contains the source code and Matlab examples used for maximum likelihood estimation of the cox ingersoll ross process the matlab implementation. The square root diffusion process is widely used for modeling interest rates behaviour.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
CIRestimation.m 3071
CIRobjective1.m 1318
CIRobjective2.m 1300
cite.bib 257
kladivko_cir_ptc07.pdf 359275
license.txt 1305
Pribor3M.mat 21316
RunEstimation.m 563

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