Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.
Join the 15-year community celebration.
Play games and win prizes!
Rate this file 3 Downloads (last 30 days) File Size: 25.1 KB File ID: #27704 Version: 1.0
Kalman Filter Application CIR
23 May 2010
Estimates the parameters of the CIR model on a generated term structure