Matlab 模擬股價 以及 選擇權價格 Simulate Stock Price and Option Value

             S_0 = 100
          sigma = 0.4;
                  r = 0.012;
     dividend = 0.05;%股利
        Start_t  =  0;
Maturity_T  =  5;
          Tday  =  360;
               dt  =  1;
  StrikePrice = 80;
                t_i = (0:dt:Maturity_T*Tday)/Tday;
        PathM  = 10000; %路徑
          SizeM = size(t_i,2);
S(1:PathM,1)  =  S_0;
               h  =  dt/Tday;
for j=2:SizeM
          S(1:PathM,j)=S(1:PathM,j-1)+r*S(1:PathM,j-1).*repmat((t_i(1,j)-t_i(1,j-1)),PathM,1)+sigma*S(1:PathM,j-1).*repmat(sqrt(h),PathM,1).*randn(PathM,1);
end
%模擬的值  
    CallValue=mean(max((S(:,SizeM)-StrikePrice),0))*exp(-r*Maturity_T)
     PutValue=mean(max((StrikePrice-S(:,SizeM)),0))*exp(-r*Maturity_T)
%Matlab內建的公式值    
  [Call, Put] = blsprice(S_0, StrikePrice, r, Maturity_T, sigma, 0)