Hello,
I have the following maxima code:
*r:0.1;
q:0.0;
K:50;
deltaT:0.0833;
sigma:0.4;
a(x) := (1.0 / 2.0) * (r - q) * x * deltaT - (1.0 / 2.0) * sigma^2 * x^2 *
deltaT;
b(x) := 1 + sigma^2 * x^2 * deltaT + r * deltaT;
c(x) := -(1.0 / 2.0) * (r - q) * x * deltaT - (1.0 / 2.0) * sigma^2 * x^2 *
deltaT;
f(x) := max(K - x * 5, 0);
eq[i] := f[9][i-1] = (f(i) - c(i)*f[9][i+1] - b(i)*f[9][i])/a(i);
f[9][10]:0;/*HERE*/
f[9][0]:K;/*HERE*/
eqns : makelist(eq[i],i,1,9);
*
I would like to assign explicitely the value of f[9][10] and f[9][0] so that
it can be used further on.
How do I do that?
Can anyone help?
Thanks,
Julien.