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From: luigi vacca on 10 Feb 2010 19:20
Hi,
I'd like to simulate Npaths, with each path comprised of Nsteps timesteps for the Heston process.
I have used the following code
obj = heston (ret, speed, level,vol);
obj.StartState = [S0 ; Vinit];
Corr = zeros(2,2);
obj.Correlation = Corr;
V=obj.simByEuler(Nsteps, 'deltatime', step, 'ntrials',Npaths);

However, upon inspection, the Npaths are all similar.
Any clues?
Thank you for your help.
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Prev: Plot 3d data pts w/ lsqcurvefit & mesh
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