function [c,p]=ucoption(S,X,sigma,r,T,M)

sig2=sigma^2;
srT=sqrt(T);
srTa=sigma*srT;
c=0;
p=0;
for i=1:M
    ST=S*exp((r-0.5*sig2)*T+srTa*randn);
    c=c+max(ST-X,0);
    p=p+max(X-ST,0);
end
c=c/M;
p=p/M;
[Call,Put] = blsprice(S, X, r, T, sigma);
error=[c,p]-[Call,Put]

%可以试试 [c,p]=ucoption(10,10,0.3,0.05,0.5,10^4*100);

谢谢

不过

输入数据加以上部分后出现

??? function [c,p]=ucoption(S,X,sigma,r,T,M)
    |
Error: Function definitions are not permitted at the prompt or in scripts.

这个怎么回事