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程序如下function P=Price(V,r,vol_i,t00,t_i,K_i,init)6 L4 e" } Q& K
format long$ g! q6 }. }0 {/ o' \
t=t_i;
9 V' k3 `$ C* J: AK=K_i;
/ E, d" u4 W8 a& s8 u fvol=vol_i;
7 k( ~/ z8 q8 v+ kn=length(t);% computes the dimension of the problem
+ V* M9 s' ^9 Q2 @+ vqq=init;
, a( E5 W4 \. PC=zeros(n,1);7 p4 V& l; \- _# f; \$ P! i6 h- w
initial=K(n,1)*qq;
6 F1 W: [8 s; R9 ]$ g2 {9 k( tVbar=zeros(n,1);
6 ]8 O/ X: T1 MN=zeros(n,n);
7 L6 |/ }, v* Y0 U3 F5 D! ?1 n( n3 TN1=zeros(n,n);$ Y r; x# F2 Z6 n/ k3 O3 d7 V9 Z0 A) ^$ o
a=zeros(n,n);
" D6 y M4 K) a0 va0=-inf.* ones(n,n);
Q, X8 @! `1 C$ B4 F& s9 tb=zeros(n,n);
: `0 F4 n0 k1 l1 S* w2 L7 G5 C4 S0 ]b0=-inf.* ones(n,n);$ M6 F$ I( q$ N: B( \& E
h=zeros(n,n);
" N: Y V0 R Y4 ^! Thl=zeros(n,n);
! P8 p" \* P8 ?9 h) ?2 n$ \, RVbar(n,1)=K(n,1);
" z2 i& z) j0 ?* \for s=n:-1:2/ Q7 @4 l/ { c$ T5 z( P
current=s-1;
$ l6 i S. \- c, ~ t0=t(current,1);
6 p1 M, z) {( C/ }. ?0 ~ options=optimset('Display','off');
/ W+ c( p( S6 P Vbar(s-1,1)=fzero('@Price_ss',initial,options,s,Vbar,r,vol,t0,t,K); %在这一步出错( v- R" N! O+ ^5 W* L
initial=Vbar(s-1,1)*qq;; |6 P: f% M5 l8 W
[c1,h1,al,b1,N1,w2,wl]=Price_s(V,s,Vbar,r,vol,t0,t,K);% N+ y) p5 v% y' _$ `4 U, P2 U, W
C(s,1)=c1;% P) h6 n7 { X5 e/ E
h(s, =hl;
' b! o! t; a4 G. sa(s, =al;7 B: i9 a( k4 J ]/ [
b(s, =b1;
. |& s% `. Y) fN(s,:)=N1;
5 s& i& m' j0 s" a |end5 w% `2 `7 V* J) V
k=1;6 b4 c+ H, D& B3 b
[c2,h2,a2,b2,N2,w4,w3]=Price_s(V,k,Vbar,r,vol,t00,t,K);
% g' {6 t4 ^, j# O* P9 IC(k,1)=c2;
, c. k1 g/ ], g1 \. bh(k,:)=h2;' @2 l# R' H1 m3 |2 W
a(k,:)=a2;
; ^ m+ W. L. w1 [. R' Z- qb(k,:)=b2;2 ^/ a7 ~0 ]0 u$ d
N(k,:)=N2;
3 U0 Y+ M/ t5 T1 |4 R( H5 O1 BP=C(k,1);
1 b# \9 {. A6 Y+ E( T& S9 \& f. L, n- j5 ^0 D5 X# H0 Z9 C( q
$ z, x. u; M" A9 p! x9 D, T报错; C; G$ @; Y. t1 a% V
未定义与 'function_handle' 类型的输入参数相对应的运算符 '=='。
3 r, d: w% }4 I9 \/ D出错 fzero (line 314)7 F" W, `+ b, Z \* S
if fx == 0
# v) Q# y1 s0 f2 K" `出错 Price (line 24)
4 n' t0 \4 d! l Vbar(s-1,1)=fzero('@Price_ss',initial,options,s,Vbar,r,vol,t0,t,K);0 e* g3 P& s; W+ o& Z( q) E! ?* i
4 ?2 g8 c) N0 w请大神指教
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