Help with Loop & BLS Price

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Tim
Tim on 20 Jan 2012
Hi everyone,
Help would be greatly appreciated. I'm trying to calculate the Black Scholes price of a put and a call with varying increments of time and strike prices. I used for commands for both but when I execute the program, it only calculates the Call and Put price for the various instances of Time and only 1 strike price. Below is my code. Please help!!
for T=1:-0.05:0; S0=50; for K=30:0.5:70; r=0.03; sigma=0.4; [Call,Put]=blsprice(S0,K,r,T,sigma); T K end
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Walter Roberson
Walter Roberson on 20 Jan 2012
You have two "for" loops, but only one "end"

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