simu_p_s.m

来自「用于随机模拟」· M 代码 · 共 7 行

%simulation of positive s(t)
sp=zeros(1,n);    %positive of s
for i=1:n
    s(i)=s0*exp((r-1/2*sigma^2)*t(i)+sigma*b(i));
end
figure(3);
plot([s0,sp])