知道为什么 Matlab 会这样吗?
>> sum([0 0 0])
Subscript indices must either be real positive integers or logicals.
>> sum([1 1 1])
ans =
4 4 4
和这个打了2个多小时,还是搞不定。这是我在这发生之前运行的代码。在运行此代码之前 - 函数 sum() 工作正常。
price = 100;
vola = 0.2;
r = 0.05;
n_step = 3;
dt = 1/250;
S0 = 100;
T = 1;
s = [1 0 0 0;1 2 0 0;1 2 3 0; 1 2 3 4];
prob = 0.5;
n_path = 2^n_step; % bottle neck for binomial approach
avg_price = zeros(n_path, 2); % first column - probability, second - average price
path_matrix = zeros(n_path, n_step); % all possible paths 1-up, 0-down
for k = 0:n_path-1
path_matrix(k+1, :) = de2bi(k,'left-msb',n_step);
end
node_matrix = path_matrix;
for k=2:n_step
node_matrix(:, k) = node_matrix(:, k-1) + node_matrix(:, k);
end
node_matrix = node_matrix + 1;
% go through all possible paths and calculate sum of prices
for k = 1:n_path
% probability of path
n_up = sum(path_matrix(k, :));
avg_price(k, 1) = prob^n_up*(1 - prob)^(n_step - n_up);
% get sum of prices over all states for this path
sum = s(1, 1);
for p = 1:n_step
sum = sum + s(p+1, node_matrix(k, p));
end
avg_price(k, 2) = sum;
end