eqpprice
Instrument prices from Equal Probabilities binomial tree
Description
[
computes stock option prices using an EQP binomial tree created with Price
,PriceTree
] = eqpprice(EQPTree
,InstSet
)eqptree
. All instruments contained
in a financial instrument variable, InstSet
, are priced.
eqpprice
handles instrument types: 'Asian'
,
'Barrier'
, 'Compound'
,
'CBond'
, 'Lookback'
,
'OptStock'
. See instadd
to construct defined
types.
Examples
Input Arguments
Output Arguments
Version History
Introduced before R2006a