Binomial Pricing Trees in R

(This article was first published on The Research Kitchen » R, and kindly contributed to R-bloggers)

Binomial Tree Simulation The binomial model is a discrete grid generation method from \(t=0\) to \(T\). At each point in time (\(t+\Delta t\)) we can move up with probability \(p\) and down with probability \((1-p)\). As the probability of an … Continue reading

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