我正在写一个布莱克-斯科尔斯模型的简单数学实现,并使用Plot3D绘制定价表面。但是,当我运行这段代码时,没有生成任何图。我的call和put函数可以在单独运行时生成正确的值,但没有生成绘图。代码:
Clear[d1, d2, call, put, stockPrice, strikePrice, riskFreeRate, timeToExp, volatility]
d1[stockPrice_, strikePrice_, riskFreeRate_, timeToExp_, volatility_] := (Log[stockPrice / strikePrice] + (riskFreeRate + 0.5*volatility^2)*timeToExp) / (volatility * Sqrt[timeToExp])
d2[stockPrice_, strikePrice_, riskFreeRate_, timeToExp_, volatility_] := d1[stockPrice, strikePrice, riskFreeRate, timeToExp, volatility] - volatility*Sqrt[timeToExp]
call[stockPrice_, strikePrice_, riskFreeRate_, timeToExp_,
volatility_] := stockPrice * CDF[NormalDistribution[0, 1], d1[stockPrice, strikePrice, riskFreeRate, timeToExp, volatility]] - strikePrice * Exp[-riskFreeRate*timeToExp] *CDF[NormalDistribution[0, 1], d2[stockPrice, strikePrice, riskFreeRate, timeToExp, volatility]]
Plot3D[call[stockPrice, 500, 0.0030, timeToExp, 0.39], {stockPrice,
10, 1000}, {timeToExp, 0.0833333, 5}]其他图,如参考资料中的示例,也是有效的。
Plot3D[{x^2 + y^2, -x^2 - y^2}, {x, -2, 2}, {y, -2, 2},
RegionFunction -> Function[{x, y, z}, x^2 + y^2 <= 4],
BoxRatios -> Automatic]发布于 2012-03-19 02:22:55
在绘图范围的规范中只有timeToExp call[]和timetoExp (小写t)。
https://stackoverflow.com/questions/9760764
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