i tried to run your code, this is how/why you got NaN:
mu-0.2
sig-0.2
S0-100
j-0.2
dt-1/252
int-0.1
i-0
is.nan
function (x) .Primitive(is.nan)
k-rnorm(1,0,1)
k
[1] 0.3214954
theta-ifelse((k(int*dt)),1,0)
theta
[1] 0
m-rnorm(1)
m
[1] -0.4525731
gam-qnorm(m,0,1)
Warning
On Fri, 2008-11-21 at 22:37 -0800, subbudas wrote:
hello everyone ,
i have written some code in R for jump diffusion model.
the code generates answer as
NaN
There were 50 or more warnings (use warnings() to see the first 50)
my code is
mu-0.2
sig-0.2
S0-100
j-0.2
dt-1/252
int-0.1
hello everyone ,
i have written some code in R for jump diffusion model.
the code generates answer as
NaN
There were 50 or more warnings (use warnings() to see the first 50)
my code is
mu-0.2
sig-0.2
S0-100
j-0.2
dt-1/252
int-0.1
i-0
while(i=1)
{
is.nan
k-rnorm(1,0,1)
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