MATLAB: Error: Invalid expression. When calling a function or indexing a variable, use parentheses. Otherwise, check for mismatched delimiters.

call optionsfor loopindexing

Hi all, Im working on a code that simulates a stock price over two years and then compares it to a strike price (call options). I want to simulate the stock price 3000 for each starting value (30 to 150), then take the average payout (for that particular staring price) and plot that vs the starting price. The idea is that if the final price is higher than the strike price (starting price) you get a payout equal to the difference between the final and strike price, if not you get 0.
I keep getting an error (Invalid expression. When calling a function or indexing a variable, use parentheses. Otherwise, check for mismatched delimiters.) gives the error in the line
for S(1, :) = 30 : 150
Here is my code
r = 0.05;
T = 2;
dt = 1/365;
sigma = sqrt(r);
rng('shuffle')
eta = randn(1, 365*T+1);
n_iterations = 3000;
S = zeros(365*T, n_iterations);
for S(1, :) = 30 : 150
n = 1 : n_iterations;
for k = 1 : 365*T
S(k+1, n) = S(k, n) + S(k, n).*r.*dt + sqrt(dt).*sigma.*S(k, n).*eta(k, n);
end
strike = S(1, :);
price = S((365*T + 1), :);
eurocallreturn(strike, price);
avereturn = mean(eurocallreturn);
hold on
plot(strike, avereturn)
xlabel('Price')
ylabel('Return')
end
function R = eurocallreturn(strike, price)
if price > strike
R = price - strike;
else if price <= strike
R = 0;
end
end
end

Best Answer

In MATLAB, the variable immediately after the keyword for must be a simple variable, not indexed in any way -- no () indexing, no {} indexing, no dot indexing. For example it is not permitted to write
for counters.laps = 1 : 20
You will need to rewrite to something like
for Sidx = 30 : 150
S(1, :) = Sidx;
....
end