MATLAB FINANCIAL DERIVATIVES TOOLBOX Manuel d'utilisateur télécharger pdf (Page 64)

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Comments:

Creating the 3D mesh and a 3D surface. The function is not smooth

because the dense of the

x and

y was too low.

With the above code, a 3D mesh and a 3D surface is created. It is apparent

that the surfaces are not smooth because the original density of

x and

vectors was too low. In the following, we re-create the mesh and surface with

higher densities.

Matlab’s command:

>> x=-2:0.25:2; y=-4:0.5:4; [X,Y]=meshgrid(x,y);

>> Z =3*(1-X).^2.*exp(-(X.^2) - (Y+1).^2)- ...

10*(X/5-X.^3-Y.^5).*exp(-X.^2-Y.^2)-1/3*exp(-(X+1).^2-Y.^2);

>> figure(1); mesh(X,Y,Z); xlabel('x'); ylabel('y'); zlabel('Z'); title('Peaks')

>> figure(2); surf(X,Y,Z); xlabel('x'); ylabel('y'); zlabel('Z'); title('Peaks');

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MATLAB FINANCIAL DERIVATIVES TOOLBOX Manuel d'utilisateur Page 64