Consider the Vasicek Model under risk neutral probability measure drt ( rt)dt dWt (16 3) with r0 0 01, 0 2, 0 01, 0 05 Write a Matlab program to simulate a sample path of rt from t 0 to t 1

Question: Consider the Vasicek Model under risk neutral probability measure: drt = ( rt)dt + dWt (16.3) with r0 = 0.01, = 0.2,

Consider the Vasicek Model under risk neutral probability measure:
drt = α(μ − rt)dt + σ dWt (16.3)
with r0 = 0.01, α = 0.2,μ = 0.01, σ = 0.05.
Write a Matlab program to simulate a sample path of rt from t = 0 to t = 1.

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