randn('state',0);
paths=AssetPaths(20.45,-0.000388,0.57,1,365,10000);
plot(1:length(paths),pths(1,:));
hold on
plot(1:length(paths),paths(2,:));
hold on
plot(1:length(paths),paths(3,:));
function SPaths=AssetPaths(S0,mu,sigma,T,NSteps,NRep1)
S0=20.45;
mu=-0.000388;
sigma=0.57;
T=1;
NSteps=365;
NRep1=10000;
SPaths=zeros(NRep1,1+NSteps);
SPaths(:,1)=S0;
dt=T/NSteps;
nudt=(mu-0.5*sigma^2)*dt;
sidt=sigma*sqrt(dt);
for i=1:NRep1
for j=1:NSteps
SPaths(i,j+1)=SPaths(i,j)*exp(nudt+sidt*randn);
end;
end;
不知道哪里有问题 一直说Error: The input character is not valid in MATLAB statements or expressions.
谢谢大家了 好捉急~~~~~~~~