This is as far as i came:. Log in to comment. It looks like there should be a function call that takes a bunch of inputs and returns the call price. Unless that function is somewhere on your path, MATLAB can't find it, so returns an error. There doesn't seem to be a call function in any of the financial MATLAB toolboxes, so this is probably supposed to be a user-defined function.

Walking Randomly » European Option Pricing in Julia and MATLAB

Here's what I have that successfully creates a plot right or wrong, I don't know. The biggest change was the last line of the script the plot command.

Multiplication by M-by-1 works, but will be a different size to V , so the subtraction won't work. Elementwise multiplication also has issues, so I just went with something that at least makes that line run, but could be completely different in intent. Dear mister Matt Tearle Thank you for your help.

I tried to create a call function. So mi new code is. However, it does not creat the call function properly since always the following message results: What can I do about this? That error usually indicates that you're trying to put function code within a script.

Functions need to be defined in their own file in this case, call. There are one or two other bugs in your code, but I was able to make something work -- no idea if it's correct.

See edit to my answer above for code. Log in to answer this question. Unable to complete the action because of changes made to the page. Reload the page to see its updated state. Choose your country to get translated content where available and see local events and offers. Based on your location, we recommend that you select: Contacts Comment acheter Se connecter.

Simulate a plain Call- and Put Option - MATLAB Answers - MATLAB Central

MATLAB Central Community Home MATLAB Answers File Exchange Cody Blogs Newsreader Link Exchange ThingSpeak Home Ask Answer Browse More Contributors Recent Activity Flagged Content Flagged as Spam Help. Nathalie Frischknecht view profile. Simulate a plain Call- and Put Option.

MATLAB Central - Monte Carlo Simulation to price Options

Asked by Nathalie Frischknecht Nathalie Frischknecht view profile. Hi run a Monte Carlo Simulation on a plain Call option based on the Black-Scholes Model. This is as far as i came: Undefined function or method 'call' for input arguments of type 'char'. And is the rest of the code correct?

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Matt Tearle view profile. Direct link to this answer: Answer by Matt Tearle Matt Tearle view profile.

Also note that t wasn't defined, so I just hard-coded in a value 0. Answer by Nathalie Frischknecht Nathalie Frischknecht view profile. Matt Tearle Matt Tearle view profile. Direct link to this comment: MATLAB and Simulink resources for Arduino, LEGO, and Raspberry Pi Learn more.

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