function[price,lattice]=latticeeucall(S0,X,r,T,sigma,N)

S0=load('A.txt');X=load('B.txt');r=load('C.txt');T=load('D.txt');sigma=load('E.txt');N=10000;

deltaT=T/N;u=exp(sigma*sqrt(deltaT));d=1/u;p=(exp(r*deltaT)-d)/(u-d);lattice=zeros(N+1,N+1);

for j=0:N

lattice(N+1,j+1)=max(0,S0*(u^j)*(d^(N-j))-X);

end

for i=N-1:-1:0

for j=0:i

lattice(i+1,j+1)=exp(-r*deltaT)*(p*lattice(i+2,j+2)+(1-p)*lattice(i+2,j+1));

end

end

price=lattice(1,1);

运行后出现 ??? Undefined function or variable 'S0'.是什么原因？

因本人第一次接触matlab，求详解或在线聊！赠论坛币5-10！