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