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Matrix dimension must agree problem

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Asir Tushar
Asir Tushar 2018-12-7
评论： Asir Tushar 2018-12-8
I have run the code on octave which gives the following plot.
When I tried the same code on Matlab , there was a dimension mismatch on line starting with "d1" . I think this is because of broadcasting. Anyone knows how to fix it ?
m=6;
n=61;
S0=70;
S1=130;
K=100;
r=.12;
T=1.0;
sigma=0.10;
time=transpose(linspace(T,0,m))
S=linspace(S0,S1,n);
d1=(log(S/K)+(( r + (sigma.^2)/2)*(T-time)))./(sigma*sqrt(T - time)); %(problem in this line)
d2=(log(S/K)+(( r - (sigma.^2)/2)*(T-time)))./(sigma *sqrt(T - time));
part1=bsxfun ( @times , normcdf ( d1 ) , S ) ;
part2=bsxfun ( @times , K *exp( - r *( T - time ) ) , normcdf ( d2 ) ) ;
VC = part1 - part2
plot(S,VC)

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采纳的回答

madhan ravi
madhan ravi 2018-12-7
To be honest I didn't get any errors,
Try clear all at the very beginning of your code and try again.
Screen Shot 2018-12-07 at 11.40.00 PM.png
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madhan ravi
madhan ravi 2018-12-8
编辑：madhan ravi 2018-12-8
2018b you? post the complete error message you get everything in red , alright turns out that you are using version prior to 2016b so use bsxfun() with rdivide for ./ and times for * appropriately.
Asir Tushar
Asir Tushar 2018-12-8
I am using an older version .
Error using +
Matrix dimensions must agree.
Error in Thesis (line 13)
d1=(log(S/K)+(( r + (sigma.^2)/2)*(T-time)))./(sigma*sqrt(T - time)) ;

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