function [zm,z]=simcall2(alpha,sigma,rho,x0,k,n)
% like simcall only simulates the value of a call option when  the 
% bank process and the stock are jointly geometric Brownian motion.
a1=alpha(1);
a2=alpha(2);
Z=normrnd(0,1,n,2);
XT=x0*exp(a1*Z(:,1)-a1^2/2);
Z(:,2)=rho*Z(:,1)+sqrt(1-rho^2)*Z(:,2);
BT=exp(a2*Z(:,2)-a2^2/2);
z=max(0,XT-k)./BT;
zm=meaN(Z);
hist(z,50)


