Schwartz-Smith 2-factor model - Parameter estimation

Estimates the model parameters of the 2-factor model presented in Schwartz-Smith(2000).

Version 1.1.0 (36.3 KB)
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(6)
12 Dec 2015
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Cite As

Dominice Goodwin (2026). Schwartz-Smith 2-factor model - Parameter estimation (https://se.mathworks.com/matlabcentral/fileexchange/43352-schwartz-smith-2-factor-model-parameter-estimation), MATLAB Central File Exchange. Retrieved .

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MATLAB Release Compatibility

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  • Linux
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Version Published Release Notes
1.1.0

- Updated link to the Master Thesis
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1.0.0

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