Advertisement
Not a member of Pastebin yet?
Sign Up,
it unlocks many cool features!
- T=252
- L=zeros(i)
- eps=normrnd(0,1,[i,T])
- S0=2809
- K=2750
- for i=1:252
- for c=1:L
- S(c,i)=S0*exp((.0295-.5*(.2^2))*.004+.0295*sqrt(.004)*eps(c,i))
- end
- end
Advertisement
Add Comment
Please, Sign In to add comment
Advertisement