function A = CRR(N, d,u,p,a) % CRR gives a sample path of a CRR stock price model if nargin < 5 a=1; end if nargin < 4 p=0.5; end if nargin ==1 d = 0.9; u = 1.15; end Y(1) = a; for i = 2:N x = rand; if x < p r = d; else r=u; end Y(i) = r * Y(i-1); end A=Y;