2012年9月23日

C++ in financial models_01_binomial tree

摘要: Binominal tree: Data structure: 1. Vector embed in vector. 2. Construct the data structure directly from the last column. xi=u*u*v[0] ... 阅读全文

posted @ 2012-09-23 17:09 surghost 阅读(184) 评论(0) 推荐(0) 编辑

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