How to append number to array

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0 个投票

I am new to Matlab.

S0=30;

K=32;

r=0.03;

sigma=0.2;

T=1;

M=10;

error=[];

for i=10:10:360

cat( TRGbinomial(S0,K,r,sigma,T,i)-BSCall(S0,K,r,sigma,T),error);

end

error

I want to append the number to error array.

What can I do with it?

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Luna 2019-2-14

What are the TRGbinomial and BSCall functions outputs? Share the whole code please.

Bai chen 2019-2-14

在 MATLAB Online 中打开

function c=TRGbinomial(S0,K,r,sigma,T,n)
%initialize trees and parameters
dt=T/n;
v=r-0.5*sigma^2;
dx=sqrt((sigma^2)*dt+(v^2)*(dt^2));
u=exp(dx);
d=exp(-dx);
p=0.5+0.5*v*dt/dx; %risk neutral probability
 
%expectd stock prices at time T
for i=0:n
    S(i+1,1)=u^(n-i)*(d^i)*S0;
end
 
%expected payoff  at time T (european call option)
payoff=max(S-K,0);
 
%discount back the payoffs
c(:,n+1)=payoff;
for j=n:-1:1
    for i=1:j
        c(i,j)=exp(-r*dt)*(p*c(i,j+1)+(1-p)*c(i+1,j+1));
    end
end
 
%return option price
c=c(1,1);
 
end
function c=BSCall(S0,K,r,sigma,T)
d1=(log(S0/K)+(r+sigma^2/2)*T)/(sigma*sqrt(T));
d2=d1-sigma*sqrt(T);
c=S0*normcdf(d1)-K*exp(-r*T)*normcdf(d2);
end

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Answer 1

Luna 2019-2-14

在 MATLAB Online 中打开

0 个投票

Assuming that your function's outputs are 1x1 double, you can use below:

S0=30;
K=32;
r=0.03;
sigma=0.2;
T=1;
M=10;
% error=[];
j = 1; % another counter for for loop because i is used for another calculation
errorArray = zeros(360/10,1); % preallocation
for i=10:10:360    
    errorArray(j) = TRGbinomial(S0,K,r,sigma,T,i)-BSCall(S0,K,r,sigma,T);
    j = j+1;
end
% errorArray will be 36x1 array.

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Bai chen 2019-2-14

Yes, that is much better.

Thank you

Luna 2019-2-14

Your welcome :)

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