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程序如下function P=Price(V,r,vol_i,t00,t_i,K_i,init)9 x& e! Q4 @" [6 w
format long( l# o7 ~2 ^" e2 ?
t=t_i;
7 N7 ? ^: F" x, ~$ ?% @K=K_i;$ ?0 {+ R/ X' E6 } N4 k1 N
vol=vol_i;
* T6 q7 y7 R- w: p8 m- A4 ^n=length(t);% computes the dimension of the problem
' X& F9 Q$ x' j) Oqq=init;
" }& d) H! k" C7 y1 C; O. q( hC=zeros(n,1);
( t( t/ ]- `) t6 y" o( cinitial=K(n,1)*qq;
+ k' T) Z% m9 w# c4 nVbar=zeros(n,1); {. F# M4 Q! @+ Y
N=zeros(n,n);: Q8 C, l; z4 ]1 b W
N1=zeros(n,n);1 m; d* P6 Z7 }8 G0 v
a=zeros(n,n);
* ?- q# j% K! L, O) S5 |a0=-inf.* ones(n,n);
: x" a, w. T* f& Zb=zeros(n,n);5 ~2 W4 ^& w1 Y
b0=-inf.* ones(n,n);
- O, n) L- [0 bh=zeros(n,n);
2 B. ?% U! O R0 v( K/ Z1 [4 Ahl=zeros(n,n);
& R3 ?- s/ m; S7 ^8 TVbar(n,1)=K(n,1);4 L* `" h2 G. V1 B3 v7 E4 \
for s=n:-1:2: R: ?/ t7 n3 P1 L" W0 g% t0 w
current=s-1;/ F! @/ I! G" W- x" ]( K, r& l
t0=t(current,1);/ o7 H) C" j) V7 c1 U Z
options=optimset('Display','off');, `$ Q$ T$ G6 [- ~
Vbar(s-1,1)=fzero('@Price_ss',initial,options,s,Vbar,r,vol,t0,t,K); %在这一步出错
' s/ ^ W2 t! L) v8 @: Z8 u initial=Vbar(s-1,1)*qq;' ~* x6 J2 ?7 K! {
[c1,h1,al,b1,N1,w2,wl]=Price_s(V,s,Vbar,r,vol,t0,t,K);' M; E8 A2 t1 j2 Q# {* x# D
C(s,1)=c1;
V0 L# H0 u4 O, r' y% o/ kh(s, =hl;
+ q* u3 v' {5 p0 S- [a(s, =al;
; z! q% y+ M, `& f6 S$ L$ E2 y/ Ob(s, =b1;7 ^- u4 V# }. f9 i6 k3 @
N(s,:)=N1;6 x3 S5 H1 A9 _ W! C5 x7 S. D5 k) p; W
end
* i, ^9 a, o u5 |. {" ]k=1;. }$ V, i& t4 _! v% H1 s; J
[c2,h2,a2,b2,N2,w4,w3]=Price_s(V,k,Vbar,r,vol,t00,t,K);
. A( F" b* j2 H2 Z" m% D- f8 bC(k,1)=c2;
& U1 k; n d# v. `, Q, lh(k,:)=h2;6 i. a9 N& W( J! F
a(k,:)=a2;4 m+ E, i# k2 \4 r+ p8 d. k
b(k,:)=b2;! g- U0 l) @, `$ \2 w# P) ?
N(k,:)=N2;; M3 w% Q, N$ n
P=C(k,1);
7 {6 ~. g" c+ L9 \8 U
2 `0 K8 a1 x# l) Q U1 K
+ W w6 O6 I2 Q% U% a* L/ R报错
2 I" c; L$ [9 ^/ H未定义与 'function_handle' 类型的输入参数相对应的运算符 '=='。
) R {( n, J9 ]8 r! |# v! R5 K出错 fzero (line 314) J3 U) ` N% m. x& O5 r4 r
if fx == 0
! ]8 F* i0 r4 M) ]# w出错 Price (line 24), d4 \5 T4 r6 I+ K6 r" m: M3 \
Vbar(s-1,1)=fzero('@Price_ss',initial,options,s,Vbar,r,vol,t0,t,K);5 r$ k: N6 e# L/ O
/ n4 w- F! O7 P6 |1 K% C( Q+ |7 X请大神指教+ F/ I% B: E! G8 e7 ]7 {7 F
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