crrtimespec | Specify time structure for Cox-Ross-Rubinstein tree |
crrtree | Build Cox-Ross-Rubinstein stock tree |
stockspec | Create stock structure |
Financial Instruments Toolbox™ supports five types of recombining tree models to represent the evolution of stock prices.
Pricing Equity Derivatives Using Trees
Pricing functions calculate the price of any set of supported instruments based on a binary equity price tree, an implied trinomial price tree, or a standard trinomial tree.