matlab初学者,编了小段程序,然后就出bug了,进行不下去了,求帮助啊!!! k=0.87; times=10000; mon=24; p0=0.9; sigma=0.3; mu=0.005 ; aa=1000; bb=2500; randn('seed',0); epsilon=randn(times,mon); upperprofit=500; dt=1; dp=0; price=zeros(times,mon); for i=1:times for j=1:mon if(j=1) dp=p0*mu*dt+sqrt(dt)*p0*sigma*epsilon(i,j); price(i,j)=p0+dp; else dp=price(i,j-1)*mu*dt+sqrt(dt)*price(i,j-1)*sigma*epsilon(i,j); price(i,j)=price(i,j-1)+dp; end end end |
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