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Number of elements must be the same?

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Phil Whitfield
Phil Whitfield 2018-5-16
关闭： MATLAB Answer Bot 2021-8-20
function Sf = FreeBoundary(S,t,V,K)
Sf = zeros(1,length(t));
eps_star = K*1e-5;
for j = 1:length(t)
Sf(j) = S(find(abs(V(:,j)-K+S)< eps_star, 1, 'last'));
end
end
I am trying to calculate an american put free boundary before plotting it on my graph. However when I use :
FreeBoundary(1:120,1/3,0.25,60)
I keep getting the error
In an assignment A(:) = B, the number of elements in A and B must be the same.
Error in FreeBoundary (line 7) Sf(j) = S(find(abs(V(:,j)-K+S)< eps_star, 1, 'last'));
Any chance you know how to fix it? Thanks

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回答（2 个）

Steven Lord
Steven Lord 2018-5-16
Are you certain that at each iteration of your for loop at least one element in abs(V(:,j)-K+S) is strictly less than eps_star?
Did you intend to subtract K and add S to V(:, j) or did you mean to subtract the quantity (K+S) from V(:, j)? In the latter case, I would write abs(V(:, j)-(K+S)).
Jan
Jan 2018-5-16
Sf = NaN(1,length(t));
for j = 1:length(t)
index = find(abs(V(:,j)-K+S)< eps_star, 1, 'last');
if ~isempty(index)
Sf(j) = S(index);
end
end
Now the value of S remains NaN, if no matching values are found.

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