附录1
借助数学软件Malab求解二元非线性方程组的计算程序如下: clear all; t=l; r=0.0414; VE=2.32; D=1.35; SE=O.408; xl=[l:0.005:5]; x2=[O.1:0.001:1.0]; m=size(x2,1);
[X1,x2]=meshgrid(x1,x2);
dl=(log(xl/D)+(r+ 0.5*x2.^2)*t)./(sqrt(t)*x2); d2=dl-x2.*sqrt(t);
F1=X1.*normcdf(d1,0,1)-D*exp(-r*t)*normcdf(d2,0,1)-VE; F2=normcdf(dl,0,1).*x1.*x2/VE-SE; Total_ F=abs(F1)+abs(F2); Totalmin=min(total_F); h=min(totalmin)
》[u,v]=find(total_F<=h) 》VA=xl(u,v)》SA=x2(uv)
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