悬赏 1 个论坛币 未解决
s0<-3248.198;r<-0.0001887;sigma<-0.016011;
h1<-0;h2<-0;h3<-0;h4<-0;h5<-0;
for(i in 1:100000)
{st<-s0;
for(j in 1:241)
{e<-rnorm(0,1);
st<-st*exp(r-0.5*sigma^2+sigma*e);
if(j==63&&st>=1.09*s0)
h1<-h1+1
break;
if(j==126&st>=1.09*s0)
h2<-h2+1
break;
if(j==183&st>=1.09*s0)
h3<-h3+1
break;
if(j==241&st>=1.09*s0)
h4<-he+1
break;
if(j==241)
h5<-h5+1
break;
}
}
p1<-h1/100000
p2<-h2/100000
p3<-h3/100000
p4<-h4/100000
p5<-h5/100000