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下面是只有一种价格跳动Yi ~ U(1.1, 1.3)的代码,跪求
where Yi ~ U(1.1,1.3) with p=0.4 and Yi~ U(0.7, 0.9)with p=0.6
这各个代码怎么写嘞
for s = 1:w
X = random('Poisson',T*lambda);%compute the number of jumps in the period of deltat
Y=1.1+rand(1,X)*(1.3-1.1);%generate the intensity of each jump
M=prod(Y);%compute the cumulative intensity of and jumps in the period of deltat
deltaw = random('Normal',0,sqrt(T),1,1);
ST(s) = S0*exp((r-sigma^2/2)*T+sigma*deltaw)*M; % solution by Equation
end
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