推 overstarpjm:感謝你!!! 03/31 20:28
推 brent0424:兩個的pdf函數好像跟講義不太一樣@@ 04/03 15:20
→ astro54088:我有改一點係數免得大家都一樣 04/04 16:01
推 kane2000:Thx 真是書到用時方恨少 04/10 22:07
春假快樂
t=1;
S=1;
mu=0.1;
dx=0.25;
dsigma=0.01;
[X,SIGMA] = meshgrid(0.05:dx:3,0.05:dsigma:0.7);
tempa=((log(X)-mu).^2)./(2*t*SIGMA.^2);
tempb=(X.*SIGMA).*sqrt(2*pi*t);
y1=exp(-tempa)./tempb;
waterfall(X,SIGMA,y1);
xlabel('x');
ylabel('\sigma');
zlabel('f(x)') ;
title('Lognormal waterfall(x,f(x),\sigma)');
=====================================
SIGMA=0.3;
S=1;
mu=0.05;
dx=0.025;
dt=0.05;
[X,T] = meshgrid(0.05:dx:3,1:dt:5);
tempa=(((log(X./S)-(mu-0.5*SIGMA^2)).*T).^2)./(2*T.*SIGMA^2);
tempb=(X.*SIGMA).*sqrt(2*pi*T);
y1=exp(-tempa)./tempb;
waterfall(X,T,y1);
xlabel('x');
ylabel('t');
zlabel('f(x)') ;
title('Lognormal waterfall(x,f(x),t)');
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