?? doputmc1.m
字號:
% DOPutMC1.m
function P = DOPutMC1(S0,X,r,T,sigma,Sb,NSteps,NRepl)
% Generate asset paths
count = 0;
[Call,Put] = blsprice(S0,X,r,T,sigma);
for i=1:NRepl
SPaths=AssetPaths1(S0,r,sigma,T,NSteps,1);
ii = any(SPaths <= Sb);
count = count + any(SPaths <= Sb);
end
P = count*Put/NRepl;
?? 快捷鍵說明
復制代碼
Ctrl + C
搜索代碼
Ctrl + F
全屏模式
F11
切換主題
Ctrl + Shift + D
顯示快捷鍵
?
增大字號
Ctrl + =
減小字號
Ctrl + -