| Author |
Comment/Response |
Tony
|
 08/29/12 08:24am
I type the following comment. Why no graph is outputted?
Norm[x_] := CDF[NormalDistribution[0, 1], x];
d1[k_, T_, r_, sigma_, deta_, s_,
t_] := {Log[s/k] + (r - deta + 0.5*sigma^2)*(T - t)}/sigma/
Sqrt[T - t];
d2[k_, T_, r_, sigma_, deta_, s_,
t_] := {Log[s/k] + (r - deta - 0.5*sigma^2)*(T - t)}/sigma/
Sqrt[T - t];
c[k_, T_, r_, sigma_, deta_, s_, t_] :=
s*Exp[-deta*(T - t)]*Norm[d1[k, T, r, sigma, deta, s, t]] -
k*Exp[-r*(T - t)]*Norm[d2[k, T, r, sigma, deta, s, t]];
Manipulate[
Plot[c[40, 1, 0.08, 0.3, 0, s, t], {s, 1, 70},
PlotRange -> {{0, 70}, {0, 50}}], {t, 1/12, 11/12}]
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