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Dec 20th, 2014
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  1. function [] = r0304408_opgave12(strike,days,price,sigma)
  2.  
  3. [Call, Put] = blsprice(price, strike, 0, days, sigma);
  4. for i = 1:8,
  5. maxi(i) = 0;
  6. for j = 1:50,
  7. calculated(j,i) = r0304408_europeanOptionValue(strike,price,sigma,days,0,10^i);
  8. if maxi(i) < abs(Call - calculated(j,i)),
  9. maxi(i) = abs(Call-calculated(j,i));
  10. end
  11. end
  12. end
  13. loglog(maxi);
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