code does gives me an error message if I execute it with F5, but if I mark the full code and press F9, its working
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Hi,
I have this code here:
S0=10
K=10
T=0.2
Tt=0.05
Vola=0.2
r=0.02
x=[0:0.001:20];
y1=blsprice(S0,K,r,T,Vola)-blsprice(x,K,r,Tt,Vola);
y2=blsprice(S0,K,r,T,Vola)-blsprice(x,K,r,T,Vola);
plot(x,y1,'k',x,y2)
xlabel('Stock Price ($)');
ylabel('Gain ($)');
axis([8 12 -1 0.5]);
set(gca,'xtick',8.5:0.5:12)
text(10.05,0.25,'Call short at t=t','color','k');
text(8.35,0.25,'Call short at t=0','color','b');
line([0 ; 12],[0 ; 0],'color','k')
%line([10 ; 10],[-1 ; 1],'color','k')
set(gca,'Box','off')
By selecting everything and pressing F9, it's working perfectly. However, if I press F5, I get this error message:
Undefined function 'delta_hedge_call_short_portfolio_t1_option' for input
arguments of type 'char'.
Do you have any idea what is not working here?
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