solving a binomial tree

5 vues (au cours des 30 derniers jours)
Michael
Michael le 22 Déc 2011
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

Réponses (0)

Catégories

En savoir plus sur MATLAB dans Help Center et File Exchange

Community Treasure Hunt

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

Start Hunting!

Translated by