Why my Matlab-code doesn't work?

Hi,

I have a program but for some reason it doesn't work. I got a messagge: undefined function or variable.

Code:

   function [C, Cdelta, P, Pdelta] = ch08(S,E,r,sigma,tau)
    if tau > 0
    d1 = (log(S/E)+(r+0.5*sigma^2)*(tau))/(sigma*sqrt(tau));
    d2=d1-sigma*sqrt(tau);
    N1=0.5*(1+erf(d1/sqrt(2)));
    N2=0.5*(1+erf(d2/sqrt(2)));
    C=S*N1-E*exp(-r*(tau))*N2;
    Cdelta=N1;
    P=C+E*exp(-r*(tau))-S;
    Pdelta=Cdelta-1;
else
    C=max(S-E,0);
    Cdelta=0.5*(sign(S-E)+1);
    P=max(E-S,0);
    Pdelta=Cdelta-1;
end

Any ideas, why it doesn't work?

Thanks in advance!

[Jan]

Please post the complete error message. Then we do not have to guess which variable or function is concerned and which line contains the problem.

How do you call this function? Do you start it using the Run button in the editor? Then you do not provide any input.

[Abel Babu]

There is a good chance that the function has not been added in the MATLAB path. Either add the file in path or change the directory to the one that has the ch08.m file.

[Natalia Timofeeva]

Now it works, thanks!