Skip to content
LBrontesiPublic

About

Create price dynamics in a multiperiod binomial market model and in a multiperiod trinomial market model and then compute the price of call or option , american o european option

Resources

Stars

0 stars

Watchers

1 watching

Forks

Latest commit

 

History

6 Commits

Folders and files

NameName
Last commit message
Last commit date
 
 
 
 

Repository files navigation

DiscreteMarketModel

Create price dynamics in a multiperiod binomial market model and in a multiperiod trinomial market model and then compute the price of call or option , american or european option

In the trinomial market model one of the factor is 1 in order to simplify computation and create a simple algorithm

About

Create price dynamics in a multiperiod binomial market model and in a multiperiod trinomial market model and then compute the price of call or option , american o european option

Resources

Stars

0 stars

Watchers

1 watching

Forks

Releases

Packages

Contributors

Languages