thanks sonyah,i will read that part.

i can not understand what is the difference between eps1 and eps2 but now it works great!thanks for the tip Sonyah.

hi Antonio,i just forgot to write rho here. the problem is, this code can not give the right price. i used option city calculator to see the price of option.when alpha and Xi is zero, the code gives right price. but if i change those parameters, price goes wrong.

<t>Hi all,i try to write a code about Monte Carlo simulation of Heston Model for european call price in Matlab, but there is some problem that i can not figure it out!can anyone help me?regards.function [European_call] = Monte_Carlo_HestonK = 100;T = 1;S = 100;sigma = 0.2;r = 0.06;div = 0.03;alpha =...