C++ in financial models_01_binomial tree

Binominal tree:

Data structure:

          1. Vector embed in vector.

                    image

          2. Construct the data structure directly from the last column.

               xi=u*u*v[0]

 

The general procedure consists of 3 steps:

1. Formula

2. Data structure

3. Implementation

posted on 2012-09-23 17:09  surghost  阅读(184)  评论(0)  编辑  收藏  举报

导航