Simple Monte Carlo Taking Too Long

Hello, I can't debug as to why my monte carlo simulation is taking forever. The code seems to be correct, but I am guessing the nested for is slowing down the simulation.

My simulation produces a 1000x252 matrix, and my code is:

i=1000
T=252
eps=normrnd(0,1,[i,T])
S0=2809
K=2750

for j=1:252
    for  c=1:1000
    S(c,j)=S0*exp((.0295-.5*(.2^2))*.004+.0295*sqrt(.004)*eps(c,j))
    end
end

for o=1:1000
    payoff=max(0,S(k,252)-K)
end

Answer 1

[KSSV]

1. Don't print the result in workspace.
2. Terminate the output using ;
3. Initialize the arrays which are getting filled in loop.

i=1000 ; 
T=252 ; 
eps=normrnd(0,1,[i,T]) ; 
S0=2809 ; 
K=2750 ; 
S = zeros(252,1000) ; 
for j=1:252
    for  c=1:1000
    S(c,j)=S0*exp((.0295-.5*(.2^2))*.004+.0295*sqrt(.004)*eps(c,j)) ;
    end
end