matlab菜鸟级问题求解答啊～

想要计算一个定价公式，所用变量已知，Smax=50;S0=50;r=0.1;q=0;v=0.4^2;T=0.25;
编写程序为function [] =floating_lookback_put_option2()
%Example 24-1
%floating lookback put option
clear,clc

function result=(log(Smax/S0)+(-r+q+v/2)*T)/(v*T)^(1/2)
result=b1

function result=b1-(v*T)^(1/2)
result=b2

function result= (log(Smax/S0)+(r-q-v/2)*T)/(v*T)^(1/2)
result=b3

function result=(2*(r-q-v/2)*log(Smax./S0))/v
result=Y2

function result=floating_lookback_put_option2(Smax,S0,r,q,v,T)
result=Smax*exp(-r*T)*(normcdf(b1)-v*exp(Y2)*normcdf(-b3)/(2*(r-q)))+S0*exp(q*T)*v*exp(Y2)*normcdf(-b2)/(2*(r-q))-S0*exp(-q*T)*normcdf(b2)


为什么一直提示floating_lookback_put_option2
??? Error: File: D:\matlab\work\floating_lookback_put_option2.m Line: 6 Column: 17
Unbalanced or misused parentheses or brackets.

单独把第六行拿出来运行，木有问题的啊！！！
(log(Smax/S0)+(-r+q+v/2)*T)/(v*T)^(1/2)

ans =

   -0.0250

主要函数格式用的都不对，没有掌握函数的用法啊
其实那些不需要用函数，就直接赋值就好了

function [] =floating_lookback_put_option2(Smax,S0,r,q,v,T)
clear,clc
Smax=50;S0=50;r=0.1;q=0;v=0.4^2;T=0.25;

b1 = (log(Smax/S0)+(-r+q+v/2)*T)/(v*T)^(1/2)

b2 = b1-(v*T)^(1/2)

b3 = (log(Smax/S0)+(r-q-v/2)*T)/(v*T)^(1/2)

Y2 = (2*(r-q-v/2)*log(Smax./S0))/v

result=Smax*exp(-r*T)*(normcdf(b1)-v*exp(Y2)*normcdf(-b3)/(2*(r-q)))+S0*exp(q*T)*v*exp(Y2)*normcdf(-b2)/(2*(r-q))-S0*exp(-q*T)*normcdf(b2)

这样简单点就好了，我测试过应该是你想出的结果
希望采纳。

skywjl 发表于 2012-11-13 23:05
主要函数格式用的都不对，没有掌握函数的用法啊
其实那些不需要用函数，就直接赋值就好了

谢谢哈！！！；；乐于助人～

APSEA123 发表于 2012-11-15 01:01
谢谢哈！！！；；乐于助人～