Indexing problem for matrix

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Dam 2014-1-10

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https://ww2.mathworks.cn/matlabcentral/answers/111955-indexing-problem-for-matrix

关闭： MATLAB Answer Bot 2021-8-20

Good morning , i have a question related to indexing for the following

S=100; 
T=1; 
sig=[0.05:0.01:0.45];
m=0.07; 
t=1/252;
E_T=0; 
in=S*ones(1,41)%41 size sig;
 while E_T < T -10^(-5)  
       E_T=E_T+t;
       sig=[0.05:0.01:0.45];
       Multip = exp((m-sig.^2/2)*t+sig.*sqrt(t).*randn(1,1));
       S = S.*Multip;
       in=[in S];
 end
in=vec2mat(in,41,253);

i try to use more than 1 random number ex:randn(3,1) or (1,3) and then put the results for each value of sig in one raw (or colomn) Thank you in advance Best regards

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Answer 1

Azzi Abdelmalek 2014-1-10

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https://ww2.mathworks.cn/matlabcentral/answers/111955-indexing-problem-for-matrix#answer_120483

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S=100; 
T=1; 
sig=[0.05:0.01:0.45];
m=0.07; 
t=1/252;
E_T=0; 
in=S*ones(3,41)%41 size sig;
while E_T < T -10^(-5)  
     E_T=E_T+t;
     sig=[0.05:0.01:0.45];
     Multip = bsxfun(@times,exp((m-sig.^2/2)*t+sig.*sqrt(t))',randn(1,3))';
     S = S.*Multip;
     in=[in S];
end

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Dam 2014-1-10

Thank you for your answer , but it is apparently not generating the results I want as for Multip equation it is simply Multip= exp((m- sig^2/2)*t+sig*sqrt(t)*randn) So the random number is inside the exponentail and it is first mutiplied by sig*sqrt(t) only

Dam 2014-1-10

编辑：Dam 2014-1-10

Actually it is bsxfun(@times what i needed ... I used it differntly and it works now: A = (ones(3,1)*((m-sig.^2/2)*t)) B=bsxfun(@times, sig.*sqrt(t),randn(3,1)); Multip=exp(A+B); Thank you