,你能否证实,如果我的计算是正确的:
St <- 10
u <- 0.15
sigma <- 0.1
z <- rnorm(225)
h <- seq(0,1,by=1/225)
t <- h[-1]
List = list()
for (i in 1:225){
S <- St * exp((u - 0.5 * (sigma^2)) * t[i] - sigma * z[i] * sqrt(t[i]))
List[[i]] = S
}
Matrix = do.call(rbind, List)
Matrix
如果是,那么你是否想要做同样的10次? 既然你没有回应,我会继续前进,并假设这是你想要的。下面是代码:
St <- 10
u <- 0.15
sigma <- 0.1
h <- seq(0,1,by=1/225)
t <- h[-1]
BigList = list()
for (g in 1:10){
z <- rnorm(225)
List = list()
for (i in 1:225){
S <- St * exp((u - 0.5 * (sigma^2)) * t[i] - sigma * z[i] * sqrt(t[i]))
List[[i]] = S
}
BigList[[g]] = do.call(rbind, List)
}
All = do.call(cbind, BigList)
All
圣< - 10 Ú< - 0.15 西格玛< - 0.1 ħ< - SEQ(0,1,由= 1/225) 吨< - H [-1] (i = 1:225)ST <-St * exp((u-0.5 *(sigma^2))* t(对于(j,以1:10为单位) - sigma * z [j] * sqrt(t)) } } –