crr树不同步数期权定价 matlab,急！！！！怎么用Matlab实现三叉树期权定价？

function price = EuCallTrinomial(SO,K,r,T,sigma,N,deltaX)

% Precompute invariant quantities

deltaT = T/N;

nu = r - 0.5*sigma-2;

discount = exp(-r*deltaT) ;

p-u = discount*0.5*((sigma^2*deltaT+nu^2*deltaT-2)/deltaX^2 + ...

nu*deltaT/deltaX) ;

p-rn = discount*(l - (sigma^2*deltaT+nu^2*deltaT-2)/deltaX-2);

p-d = discount*0.5*((sigma^2*deltaT+nu^2*deltaT^2)/deltaX^2 - ...

% set up S values (at maturity)

Svals = zeros(2*N+l, 1) ;

Svals(1) = SO*exp(-N*deltaX);

exp-dX = exp(de1taX);

for j=2: 2*N+1

Svals(j) = exp-dX*Svals(j-1) ;

end

% set up lattice and terminal values

Cvals = zeros(2*N+1,2);

t = mod(N,2)+1;

for j=1:2*N+1

end

for t=N-1 : -1 : 0 ;

nu*delt aT/delt ax) ;

Cvals(j ,t) = rnax(Svals(j)-K,O);

know = mod(t.2)+1;

knext = mod(t+l,2)+1;

for j = N-t+l:N+t+l

Cvals(j ,know) = p-d*Cvals(j-l,knext)+p-m*Cvals(j,knext)+. . .

p-u*Cvals(j+l,knext);

end

end

price = Cvals(N+1,1);