clear all; close all; clc;

%% parameters

rho = 1;
k0 = 1;
K = 1;
y1 = 0.1;
for gamma = 1:5;
mu = 0.06;
mu0 = 0.06;
sigma0 = 0.15;
sigmae = 0.1;
sigmaS = 0.1;
beta = 1-(1-0.04)/252;
sigmaS = linspace(0.05,0.5,100);
precision_S = 1./sigmaS.^2;

mbar_plus = mu0+0.01; % assuming sentiment increases 0.5% after announcement
mbar_minus = mu0;
sigmahat_plus = sqrt(1./(1/sigma0^2+1/sigmae^2+1./sigmaS.^2));
sigmahat_minus = sqrt(1/(1/sigma0^2+1/sigmae^2));
varm_minus = (1/sigmae^2)./(1/sigma0^2+1/sigmae^2)^2;
varm_plus =  (1/sigmae^2)./(1/sigma0^2+1/sigmae^2+1./sigmaS.^2).^2;

%%%%%%% solution assuming UNSCHEDULED announcement
%% announcement premium vs. sigmaS
%% premium 1 is the pure disagreement term 
%% premium 2 is the interaction term of disagreement and sentiment, assuming sentiment = true
p_plus = beta*(mbar_plus - gamma*sigmahat_plus.^2*K).*exp(-varm_plus./(2.*sigmahat_plus.^2)-(mbar_plus - y1).*gamma.*K + gamma.*sigmahat_plus.^2.*K^2./2);
R_plus= (mbar_plus - gamma.*sigmahat_plus.^2*K)./p_plus;
p_minus = beta*(mbar_minus - gamma*sigmahat_minus.^2*K).*exp(-varm_minus./(2.*sigmahat_minus.^2)-(mbar_minus - y1).*gamma.*K + gamma.*sigmahat_minus.^2.*K^2./2);
premium_1 = (mbar_plus - gamma.*sigmahat_plus.^2.*K)./(mbar_plus - gamma.*sigmahat_minus.^2.*K);
premium_2 = (mbar_plus-gamma.*sigmahat_minus.^2*K)./(mbar_minus-gamma.*sigmahat_minus.^2*K).*exp(-(mbar_plus-mbar_minus).*gamma*K);
premium = premium_1.*premium_2;

%% plot

    figure;
    hold on
    for i = 1:5
            subplot(1,5,i);
            plot(precision_S,premium{i},'Linewidth',2);
            title(['Announcement premium - Gamma=' , num2str(gamma)])
            xlabel('1/\sigma_S^2')
            ylabel('p^+/p^-')
    end
end

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当我尝试使用i索引时，它返回“对于这种类型的变量不支持括号索引。我只是试图创建一个图与5个不同的子图是一个迭代的一个变化的变量在一个方程。