Borrar filtros
Borrar filtros

fsolve does not give me the desirable results

1 visualización (últimos 30 días)
Andreas S
Andreas S el 18 de Oct. de 2020
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

Respuestas (0)

Categorías

Más información sobre Logical en Help Center y File Exchange.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by