solving a binomial tree

Hi everyone
Does anyone know of an algorithm to solve a binomial tree with N stages? In this instance one is given the prices at each stage, as well as the final price, and one has to find the interest rates which result in the correct prices. thanks

回答(0 个)

类别

帮助中心File Exchange 中查找有关 MATLAB 的更多信息

提问:

2011-12-22

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by