cf_tree: Multinomial tree
In pedroguarderas/CFINI: Computational finance routines
cf_tree R Documentation
Multinomial tree
Description
The option pricing can be made with a multinomial tree, this functions can
generate such a lattice with aid of some give parameters.
Usage
cf_tree(n, u, S0)
Arguments
n
number of periods for the multinomial model
u
vector of changes
S0
initial price
Value
A list with a tree structure of the asset evolution
Author(s)
Pedro Guarderas
pedro.felipe.guarderas@gmail.com
pedroguarderas/CFINI documentation built on Feb. 16, 2024, 2:17 p.m.
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| cf_tree | R Documentation |
Multinomial tree
Description
The option pricing can be made with a multinomial tree, this functions can generate such a lattice with aid of some give parameters.
Usage
cf_tree(n, u, S0)
Arguments
n |
number of periods for the multinomial model |
u |
vector of changes |
S0 |
initial price |
Value
A list with a tree structure of the asset evolution
Author(s)
Pedro Guarderas pedro.felipe.guarderas@gmail.com
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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