fsolve does not give me the desirable results
조회 수: 1 (최근 30일)
이전 댓글 표시
Hi everyone! I need your help because im facing a problem with the comand fsolve.
I have created a fuction code for pcall that gives me a good result. The problem is that when i run the following code, matlab gives me as a result for sigma_implied the initial guess 0.015. What is the problem or my mistake here? Thank you in advance!!!
K=65;
pcall=BS_eucall(S0,K,rf,sigma,T)
f=@(sigma) BS_eucall(70,65,0,sigma,21/250)
sigma_implied=fsolve(f,0.015)
pcallK1=pcall
sigma_impliedK1=sigma_implied
댓글 수: 0
답변 (0개)
참고 항목
카테고리
Help Center 및 File Exchange에서 Startup and Shutdown에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!