binomial model (in the context of stocks): doesn't work well
1 visualización (últimos 30 días)
Mostrar comentarios más antiguos
can someone kindly help me with the binomial model (in the context of stocks): on the page 36 [here]
(https://www.mathworks.com/help/releases/R2021a/pdf_doc/finance/fintbx.pdf)
in the
OptionPrice matrix
there are always 3 numbers non-zero in the 4,5 and 6th column ?
I mean, why the column 4,say, has the same number (three 3) of non-zero elements and not more, like
StockPrice matrix [it has 4] *above* it:
up-up-up,up-up-down,up-down-down,down-down-down
PS. **when are 2 paths exactly considered as the *same/different* in the binomial model** ?
0 comentarios
Respuestas (0)
Ver también
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!