Valuation of american options by optimal exercise frontier

[MonteCristo]

Hi all,

I'm trying to use the CJM approach for Carr, Jarrow & Myneni.
I'm just trying to resolve the function below with mathlab, but it doesn't work.
Could you please help me, because I can't find the problem.

Thank you very much

syms m Beta

[m, Beta] = solve(0.25*exp(-0.0813 - 0.25 * m) * normcdf(-m) - 0.05 * (2*normcdf(sqrt(2)*sqrt(0.5*Beta + 0.05)) - 1)/sqrt(Beta + 0.1), Beta - 0.1875 - 0.1000 + m/2)

The result :

??? Error using ==> erfcore
Input must be single or double.

Error in ==> erfc at 23
y = erfcore(x,1);

Error in ==> normcdf at 68
p = 0.5 * erfc(-z ./ sqrt(2));