Indexing problem for matrix
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Good morning , i have a question related to indexing for the following
S=100;
T=1;
sig=[0.05:0.01:0.45];
m=0.07;
t=1/252;
E_T=0;
in=S*ones(1,41)%41 size sig;
while E_T < T -10^(-5)
E_T=E_T+t;
sig=[0.05:0.01:0.45];
Multip = exp((m-sig.^2/2)*t+sig.*sqrt(t).*randn(1,1));
S = S.*Multip;
in=[in S];
end
in=vec2mat(in,41,253);
i try to use more than 1 random number ex:randn(3,1) or (1,3) and then put the results for each value of sig in one raw (or colomn) Thank you in advance Best regards
Respuestas (1)
Azzi Abdelmalek
el 10 de En. de 2014
S=100;
T=1;
sig=[0.05:0.01:0.45];
m=0.07;
t=1/252;
E_T=0;
in=S*ones(3,41)%41 size sig;
while E_T < T -10^(-5)
E_T=E_T+t;
sig=[0.05:0.01:0.45];
Multip = bsxfun(@times,exp((m-sig.^2/2)*t+sig.*sqrt(t))',randn(1,3))';
S = S.*Multip;
in=[in S];
end
2 comentarios
Dam
el 10 de En. de 2014
La pregunta está cerrada.
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