作者boral (完備性)
站內Visual_Basic
標題[.NET] 一個關於陣列大小的問題
時間Thu Dec 24 22:40:54 2009
請輸入專案類型(網站專案或者應用程式專案)：
Dim K As Double
Dim sigma As Double
Dim r As Double
Dim T As Double
Dim int As Integer
Dim freq As Integer
Dim delta_T As Double
Dim S(int, freq - 1) As Double
Dim Ave As Double
For i = 0 To freq - 1
S(0, i) = Val(asset.Text)
Next
K = Val(strike.Text)
sigma = Val(volatility.Text)
r = Val(riskfree.Text)
r = r / 100 '利率換成百分比
T = Val(day.Text)
T = T / 365 '到期日年化
int = Val(interval.Text)
freq = Val(frequency.Text)
delta_T = T / int '模擬採用的時間間隔
Dim epsilon(int - 1, freq - 1) As Double '定義Brownian Motion
For i = 0 To int - 1
For j = 0 To freq - 1
epsilon(i, j) = NormBoxMuller()
Next
Next
For j = 0 To freq - 1 '模擬股價路徑
For i = 0 To int - 1
S(i + 1, j) = S(i, j) * Math.Exp((r - sigma * sigma * 0.5) *
delta_T + sigma * epsilon(i, j) * Math.Sqrt(delta_T))
Next
Next
For j = 0 To freq - 1
Ave = Ave + Math.Max(S(int, j) - K, 0)
Next
Ave = Ave * Math.Exp(-r * T) / freq
mean.Text = Ave
End Sub
執行好多次 都是說我陣列大小有算錯 可是我想了一個多小時
卻不覺得有問題 不知道大家能不能幫我看一下 是不是有哪邊沒注意到的
謝謝 !!
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◆ From: 114.36.211.210
※ 編輯: boral 來自: 114.36.211.210 (12/24 22:41)
1F：→ MOONRAKER:int還沒讀到值以前是 0 ,敢用來宣告陣列，滿霹靂的 12/24 23:45