Recursion, stock simulation
조회 수: 1 (최근 30일)
이전 댓글 표시
I am new to Matlab, could you help me out with automating this process:
S_1 = S_0*(1+r*dt+sigma*a*normrnd(0,1))
S_2 = S_1*(1+r*dt+sigma*a*normrnd(0,1))
S_3 = S_2*(1+r*dt+sigma*a*normrnd(0,1)) ... ... ...
Thanks
댓글 수: 1
José-Luis
2017년 8월 18일
I would start by not using numbered variables and storing everything in an array.
After that, your problem becomes trivial.
답변 (1개)
Jacob Ward
2017년 9월 6일
Instead of giving each variable a name with a different number, store all of these things in one array. So instead of S_0, S_1, S_2, and S_3, use one variable S that has 4 different elements which you can access like this: S(1),S(2),S(3), and S(4).
If you define your variables in this way, this problem becomes easy:
S(1) = constant;
for i = 2:n
S(i) = S(i-1)*(1+r*dt+sigma*a*normrnd(0,1))
end
Simply replace n with how many times you would like to perform the iteration and you are good to go.
댓글 수: 0
참고 항목
카테고리
Help Center 및 File Exchange에서 Whos에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!