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程序如下function P=Price(V,r,vol_i,t00,t_i,K_i,init)2 @7 s( I2 S" A8 z
format long
- S* d! o+ R4 B% `8 jt=t_i;9 S+ F; Q6 Q2 Q
K=K_i;
3 U1 s! h* C9 @5 g: T. Y' a: ?vol=vol_i;6 L# `+ D* e* G4 d* W
n=length(t);% computes the dimension of the problem
( T) f8 ^! m( z( @qq=init;2 k6 F* k/ @1 |1 V( I
C=zeros(n,1);
" V# ^* ]5 t. I. I1 V3 g" r8 Yinitial=K(n,1)*qq;
{2 S; h( @2 K8 b! G0 N; z# NVbar=zeros(n,1);
D/ g) ~' P0 j! t0 Z8 t) CN=zeros(n,n);
9 W+ |4 W2 h; g9 e9 YN1=zeros(n,n);6 r* L8 C8 U! w% B3 A! `0 S- P% t
a=zeros(n,n);
h- ]' Y% e. X) |3 p2 m2 Ra0=-inf.* ones(n,n);
$ p' `+ v' H7 [b=zeros(n,n);
( M$ G" R- a$ {7 yb0=-inf.* ones(n,n);
& {8 p6 c4 V0 h y& k: }h=zeros(n,n);( k8 J2 p3 }. Y4 i' @9 Y5 A& R5 s
hl=zeros(n,n);
! C4 K( {' B& X$ WVbar(n,1)=K(n,1);( O" d# R! I# I a# H4 Y( y6 O
for s=n:-1:2
% P/ n/ ^% L$ A& j5 M current=s-1;: b* k9 t( r+ X( d" m. ~! y. D; `
t0=t(current,1);
7 O4 T& q8 x- A X3 y+ L6 P. s! b options=optimset('Display','off');& H6 h8 _7 r5 N- ]; R3 C2 O& h- F
Vbar(s-1,1)=fzero('@Price_ss',initial,options,s,Vbar,r,vol,t0,t,K); %在这一步出错 R; a4 [1 f5 p! u
initial=Vbar(s-1,1)*qq;7 {2 Q9 ~0 h3 z- z( u- o- A
[c1,h1,al,b1,N1,w2,wl]=Price_s(V,s,Vbar,r,vol,t0,t,K);5 n5 F' |+ r/ `0 N& x7 G p
C(s,1)=c1;
- k ]: B* w/ ~) j$ ?( Z% q+ r+ ^h(s, =hl;, a+ e/ F, t- t$ ^
a(s, =al;5 e' S2 a# E' \, T7 y) C' i
b(s, =b1;
# I% v- _! m- d" w7 ~% |N(s,:)=N1;
9 E2 C$ D/ [2 Z1 n# i7 }. fend
2 y4 ], N3 ~+ u% k8 s! C3 Ok=1;: @: W# `/ T! `
[c2,h2,a2,b2,N2,w4,w3]=Price_s(V,k,Vbar,r,vol,t00,t,K);5 R) b/ U- l. D' Z
C(k,1)=c2;& K7 {: \9 Z+ _% N K7 |
h(k,:)=h2;
5 | w+ D" l) o2 b" L: k% wa(k,:)=a2;1 v3 z9 T4 P2 `- E+ }
b(k,:)=b2;
8 z+ D$ P# [! c$ O( ?3 zN(k,:)=N2;
$ a3 w3 f8 c3 n" n6 M e# RP=C(k,1);
/ R( h+ K* a2 k V4 Q# x* M( z8 s' F: ~2 e) k# f& s( m4 e' P
8 X, O+ a9 c, d: v' `$ |( U报错" i( i" Q, z$ r( k7 w5 u1 p
未定义与 'function_handle' 类型的输入参数相对应的运算符 '=='。& J8 U5 w4 H9 t) f) x# w3 |- ?7 S
出错 fzero (line 314)% E- ~: `9 t, f2 \; G
if fx == 0
3 K+ k; ]9 R6 t0 D7 P出错 Price (line 24)
8 [0 [5 E0 h9 C4 j Vbar(s-1,1)=fzero('@Price_ss',initial,options,s,Vbar,r,vol,t0,t,K);6 | B8 l" y5 g7 w4 t; `
$ _& m) o' I" \% _9 b8 G2 u请大神指教
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