% Displays simulated paths
randn('seed',0);
S0 = 50;    % spot price
mu=0.1;     % drift parameter
sigma=0.3;  % diffusion parameter
T=1;        % maturity
NSteps=250; % number of time steps
NRepl = 3;  % number of generated trajectories
paths=AssetPaths(S0,mu,sigma,T,NSteps,NRepl);
%paths=AssetPaths(50,0.1,0.3,1,250,3);
plot(1:length(paths),paths)

% Find the price of a call option with So=50,K=52,T=5/12,r=0.1,sigma=0.4
% using Monte Carlo simulations (CI gives 95% confidence intervals)
randn('seed',0);
[Price,CI] = EuroMC(50,'MyCall',0.1,5/12,0.4,200000,[52 0 0])
% using explicit formula (Matlab function) (first component) 
[CPrice,PPrice] = blsprice(50,52,0.1,5/12,0.4)


% Find the price of a put option with So=50,K=52,T=5/12,r=0.1,sigma=0.4
% Using Monte Carlo simulations
randn('seed',0);
[Price,CI] = EuroMC(50,'MyPut',0.1,5/12,0.4,200000,[52 0 0])
% using explicit formula  (second component)
[CPrice,PPrice] = blsprice(50,52,0.1,5/12,0.4);