[閒聊] 犀利人妻結局爛到爆

看板NTHU_QFG99作者astro54088 (戲達)時間14年前 (2011/04/16 20:58)推噓4(4推 0噓 1→)

留言5則, 5人參與討論串1/4 (看更多)

本週忙哉所以現在才開始寫扣得第一題Demo如下 ============================== randn('state',100) S = 1; mu = 0.05; sigma = 0.1; L = 1e4; T = 1; dt = T/L; M = 1; tvals = [0:dt:T]; Svals = S*cumprod(exp((mu-0.5*sigma^2)*dt + sigma*sqrt(dt)*randn(M,L)),2); Svals = [S*ones(M,1) Svals]; % add initial asset price for i=1:100 USvals1(i)=Svals(i*100); tvals1(i)=tvals(i*100); end subplot(3,1,1); plot(tvals1,USvals1) set(gca,'xtick',[0,0.2,0.4,0.6,0.8,1]) grid on for i=1:100 USvals2(i)=Svals(i*10); tvals2(i)=tvals(i*10); end subplot(3,1,2); plot(tvals2,USvals2) set(gca,'xtick',[0.02,0.04,0.06,0.08,0.1]) grid on for i=1:100 USvals3(i)=Svals(i*1); tvals3(i)=tvals(i*1); end subplot(3,1,3); plot(tvals3,USvals3) set(gca,'xtick',[0.002,0.004,0.006,0.008,0.01]) grid on ==================== -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 61.216.115.173

推

overstarpjm

04/16 21:00, , 1^F

04/16 21:00, 1^F

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unever

04/16 21:31, , 2^F

04/16 21:31, 2^F

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astro54088

04/16 21:37, , 3^F

04/16 21:37, 3^F