solving a binomial tree
2 views (last 30 days)
Show older comments
Hi everyone
Does anyone know of an algorithm to solve a binomial tree with N stages? In this instance one is given the prices at each stage, as well as the final price, and one has to find the interest rates which result in the correct prices. thanks
0 Comments
Answers (0)
See Also
Categories
Find more on Price and Analyze Financial Instruments in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!