function [y] = bshfun(x,u,t);% PURPOSE : Measurement model function.% INPUTS  : - x:  The evaluation point in the domain.% OUTPUTS : - y:  The value of the function at x.% AUTHORS  : Nando de Freitas      (jfgf@cs.berkeley.edu)%            Rudolph van der Merwe (rvdmerwe@ece.ogi.edu)% DATE     : 10 March 2000if nargin < 3, error('Not enough input arguments.'); end[dim,np] = size(x);y=zeros(2,np);for j=1:np,  r   = x(1,j);   % Risk free interest rate.  sig = x(2,j);   % Volatility.  S   = u(1);  tm  = u(2);    d1 = ( log(S) + (r+0.5*(sig^2))*tm ) / (sig * (tm^0.5));  d2 = d1 - sig * (tm^0.5);  % Compute call prices:  y(1,j) = S*normcdf(d1) - exp(-r*tm)*normcdf(d2);  % Compute put prices:  y(2,j) = - S*normcdf(-d1) + exp(-r*tm)*normcdf(-d2); end