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Crank-Nicolson finite difference method - Error: Function definitions are not permitted in this context.

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Sonia
Sonia 2014-4-29
评论： Romenimo Carlos Cutana 2022-3-29
ive copied the codes for Crank-Nicolson finite difference method, but it wont run and keeps showing this error msg 'Error: Function definitions are not permitted in this context.', any idea to fix this? thx guys :)
Link for the codes: http://www.goddardconsulting.ca/matlab-finite-diff-crank-nicolson.html
*function oPrice = finDiffCN(X,S0,r,sig,Svec,tvec,oType)
|
Error: Function definitions are not permitted in this context.*
ooo and one more thing, if it says - undefined function 'finDiffCN' for input arguments of type 'double'- how to fix it? thx!

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Titus Edelhofer
Titus Edelhofer 2015-6-16
You need to save the code to a file, then call it ...
Titus

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