f<-function(S,X,T,r,sigma,N,Nrepl) {
dt<-T/N
Z<-matrix(rnorm(Nrepl*N),Nrepl,N)
st<-S*matrix(1,Nrepl,N)
for(j in 1:Nrepl) {
for(i in 1:N-1) {
st[j,i+1]<-st[j,i]*exp((r-0.5*sigma^2)*dt+sigma*sqrt(dt)*Z[j,i])
}
}
st
}
加入参数后,运行上述定义的函数,出现如下错误,求助大神该如何修改呢?
Error in st[j, i + 1] <- st[j, i] * exp((r - 0.5 * sigma^2) * dt + sigma * :
replacement has length zero