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程序如下function P=Price(V,r,vol_i,t00,t_i,K_i,init)5 s" U0 n' P! i# v0 c7 y, M
format long" ~0 l/ C7 Y6 Q6 x
t=t_i;
- I; U# C+ H- a+ G# y ?8 ZK=K_i;9 S+ m/ W5 O; t6 ~- F. _( {
vol=vol_i;
9 x9 R; Q$ O* C7 ln=length(t);% computes the dimension of the problem8 g& {1 \" M8 j* `8 M5 m+ d
qq=init;* A2 j0 k* O7 O0 ~. U: c. e
C=zeros(n,1);
! z2 @2 v9 e4 @6 E; R: Cinitial=K(n,1)*qq;$ J+ Z1 |6 w( |& u
Vbar=zeros(n,1);9 }% ?7 _2 @ n9 j' O1 n) d3 e
N=zeros(n,n);
6 L# @3 x1 A8 ^+ ?* J. {" n- }0 uN1=zeros(n,n);7 I( l* [! s* f5 v9 t; m! @3 v% I
a=zeros(n,n);
' m- i" z$ w# ~* B/ d0 C. Ga0=-inf.* ones(n,n);, ?% U2 |+ i2 i: z
b=zeros(n,n);
. Z2 M4 `8 @# h0 fb0=-inf.* ones(n,n);* [4 u0 j& B8 j8 r8 h! M' \
h=zeros(n,n);0 p5 I) @% J' b* E2 H# l
hl=zeros(n,n);8 v; Q0 R' M* n* X1 k
Vbar(n,1)=K(n,1);
6 v7 P, r7 E& t$ I8 j' r9 d9 Ufor s=n:-1:26 j& @. l; m, G! \
current=s-1;
8 R; [( @4 y0 w. E% L- _ t0=t(current,1);4 |7 t: [7 \, e$ m) n: ]
options=optimset('Display','off');
1 k* q8 M8 T# ]! D. g0 [# V Vbar(s-1,1)=fzero('@Price_ss',initial,options,s,Vbar,r,vol,t0,t,K); %在这一步出错
2 d( Q( d5 T" `3 M initial=Vbar(s-1,1)*qq;
$ h9 [) a1 Z. v: a& s! q5 S: m[c1,h1,al,b1,N1,w2,wl]=Price_s(V,s,Vbar,r,vol,t0,t,K);7 B- h) ]" {+ C1 {( O
C(s,1)=c1;
, A3 w9 \: |3 ]9 `1 d! Mh(s, =hl;. l$ D% R, }/ r+ E$ s: ~
a(s, =al;
" ?7 U8 G* t9 _: v9 z" ^b(s, =b1;6 c! i! h- @3 e8 C
N(s,:)=N1;7 Q$ T6 i5 w3 z
end0 C' _% g* y) ]% R& q1 e* m+ x
k=1;1 e- r' {. p2 i# Y8 M! j
[c2,h2,a2,b2,N2,w4,w3]=Price_s(V,k,Vbar,r,vol,t00,t,K);* x' v5 L0 P8 a! p' [3 a
C(k,1)=c2;+ U: D$ Z# y0 u p {( n2 w
h(k,:)=h2;2 r- f* _4 |: s2 w/ Y1 F
a(k,:)=a2;
2 v# V( P# f" H2 @b(k,:)=b2;
) O) e/ s. w6 Q a. j; JN(k,:)=N2;8 C4 \ A g" F1 }
P=C(k,1);
' ~1 C3 d. v/ ]) m
u }2 ]2 |9 V6 |/ s7 i4 g1 D# d& C
报错
3 @' Q3 I+ q* y8 q( K5 w未定义与 'function_handle' 类型的输入参数相对应的运算符 '=='。3 h( I7 K1 {0 E/ w; c, y" W. w
出错 fzero (line 314)! l. A0 `* M, k+ e* N7 l
if fx == 02 w4 h$ q1 H4 m6 V% I+ Q$ G- \
出错 Price (line 24)8 T r4 w+ [2 [ e
Vbar(s-1,1)=fzero('@Price_ss',initial,options,s,Vbar,r,vol,t0,t,K);
. P3 p$ @" B! n! s
{+ X! r' d% e; u4 J5 i% n请大神指教
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