程序如下:毕业论文要用,一共三段程序,求每段程序在不同参数值下的结果。即每段程序有四组解。我用的1stopt1.0解不出来,估计版本太低的缘故,希望热心肠的大神解决
Constant
N=86794000000,S=5.41,H=0.6330,r=0.03,D=100000000,K=1,X=6,a=0.22,T=30/365,t1=0,sigmas=0.260893462;
N=7441200000,S=20.9,H=0.6699,r=0.03,D=100000000,K=10,X=300,a=0.18,T=180/365,t1=0,sigmas=0.323578025;
N=21098900000,S=9.88,H=0.5474,r=0.03,D=40000000,K=1,X=10.79,a=0.11,T=50/365,t1=0,sigmas=0.199024917;
N=23565000000,S=11.08,H=0.5605,r=0.03,D=200000000,K=10,X=130,a=0.15,T=122/365,t1=0,sigmas=0.364097305;
Function
sigmas-(V*(N+K*D-D*K*normalcdf((log(K*V/(N*X))+r*(T-t1)+1/2*sigma*sigma*(T^(2*H)-t1^(2*H))+0.5*sigma*sigma*a^2*(T-t1))/sqrt(sigma*sigma*(T^(2*H)-t1^(2*H))+sigma*a^2*(T-t1))))/(S*N*(N+D*K)))*sigma;
S*N-V+D*(1/(N+K*D))*(K*V*normalcdf(((log(K*V/(N*X))+r*(T-t1)+1/2*sigma*sigma*(T^(2*H)-t1^(2*H))+0.5*sigma*sigma*a^2*(T-t1))/sqrt(sigma*sigma*(T^(2*H)-t1^(2*H))+sigma*a^2*(T-t1))))-exp(-r*(T-t1))*N*X*normalcdf(((log(K*V/(N*X))+r*(T-t1)-1/2*sigma*sigma*(T^(2*H)-t1^(2*H))-0.5*sigma*sigma*a^2*(T-t1))/sqrt(sigma*sigma*(T^(2*H)-t1^(2*H))+sigma*a^2*(T-t1)))));
W=(V-N*S)/D ;
Constant
N=86794000000,S=5.41,H=0.6330,r=0.03,M=100000000,L=1,X=6,T=30/365,t1=0,sigmas=0.260893462;
N=7441200000,S=20.9,H=0.6699,r=0.03,M=100000000,L=10,X=30,T=180/365,t1=0,sigmas=0.323578025;
N=21098900000,S=9.88,H=0.5474,r=0.03,M=40000000,L=1,X=10.79,T=50/365,t1=0,sigmas=0.199024917;
N=23565000000,S=11.08,H=0.5605,r=0.03,M=200000000,L=10,X=13,T=122/365,t1=0,sigmas=0.364097305;
Function
sigmas-(V*(N+M*L-M*L*normalcdf((log(V/(N*X))+r*(T-t1)+1/2*sigma*sigma*(T^(2*H)-t1^(2*H)))/sqrt(sigma*sigma*(T^(2*H)-t1^(2*H)))))/(S*N*(N+M*L)))*sigma;
S*N-V+M*(L/(N+L*M))*(V*normalcdf(((log(V/(N*X))+r*(T-t1)+1/2*sigma*sigma*(T^(2*H)-t1^(2*H)))/sqrt(sigma*sigma*(T^(2*H)-t1^(2*H)))))-exp(-r*(T-t1))*N*X*normalcdf(((log(V/(N*X))+r*(T-t1)-1/2*sigma*sigma*(T^(2*H)-t1^(2*H)))/sqrt(sigma*sigma*(T^(2*H)-t1^(2*H))))));
W=(V-N*S)/M ;
Constant
N=86794000000,S=5.41,r=0.03,M=100000000,L=1,X=6,T=30/365,t1=0,sigmas=0.260893462;
N=7441200000,S=20.9,r=0.03,M=100000000,L=10,X=300,T=180/365,t1=0,sigmas=0.323578025;
N=21098900000,S=9.88,r=0.03,M=40000000,L=1,X=10.79,T=50/365,t1=0,sigmas=0.199024917;
N=23565000000,S=11.08,r=0.03,M=200000000,L=10,X=130,T=122/365,t1=0,sigmas=0.364097305;
Function
sigmas-(V*(N+M*L-M*L*normalcdf((log(L*V/(N*X))+(r+1/2*sigma*sigma)(T-t1))/sqrt(sigma*sigma*(T-t1))))/(S*N*(N+M*L)))*sigma;
S*N-V+M*(1/(N+L*M))*(LV*normalcdf(((log(L*V/(N*X))+(r+1/2*sigma*sigma)*(T-t1))/sqrt(sigma*sigma*(T-t1))))-exp(-r*(T-t1))*N*X*normalcdf(((log(L*V/(N*X))+(r-1/2*sigma*sigma)*(T-t1))/sqrt(sigma*sigma*(T-t1)))));
W=(V-N*S)/M ; |