Multi-Step Binomial Tree

2015 12 8
0 个回答
4 次查看（30 天）

0 个投票

Hi. I want to price a stock and an option (European put) using Binomial trees. I want to start with 2 steps and increase the number of steps up to 50, ending with a plot of the calculated current price as time intervals decrease. I have all the background knowledge about options but as a new user I don't know how to split the branches.

请先登录，再回答此问题。

回答（0 个）

类别

在 帮助中心 和 File Exchange 中查找有关 Interest-Rate Instruments 的更多信息

标签

Community Treasure Hunt

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

Start Hunting!

Translated by