How to plot a monte carlo simulation

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user3.142 2018-3-19

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/389293-how-to-plot-a-monte-carlo-simulation

I am trying to price a call option using a monte carlo simulation and I have priced it, but I want to plot how it changes given the number of steps. My code is as follows:

function Value=cw2q6(S,E,T,r,sigma,A,M)
S=100;
E=90; 
T=2; 
r=0.03; 
sigma=0.2;
A=110;
M=10000;
C = zeros(1,M);
for i=1:M
    psi=randn;
    ST = S*exp((r-0.5*sigma^2)*T+sigma*psi*sqrt(T));
    if ST>E
        payoff = A;
    elseif ST==E
        payoff = A/2;
    elseif ST<E 
        payoff = 0;
    end
    C(1,i)=payoff*exp(-r*T);
end 
Value = sum(C)/M;
end

I know that as I increase the number of steps the answer gets more accurate, I just want to show how the accuracy changes as we increase the number of steps. Any help is appreciated.