What would be the best way to implement recombining trinomial trees?

Now I know my ABC, next time won't you trade with me?
Post Reply
User avatar
pj
Posts: 0
Joined: Thu Jan 01, 2004 12:00 am

What would be the best way to implement recombining trinomial trees?

Post by pj »

When they _do_not_ not have regular time nor space steps?

It is very basic question but my brain hurtz...



The language of choice is, of course, C++.

Thank You



EDIT Lame joke about PDP11 Assembler deleted (BTW, I was able to code it so n-teen years ago)
«Да чего там описывать, планировать! Жизнь всё равно богаче». (Саня Радченко about specification writing)
User avatar
Cheng
Posts: 0
Joined: Thu Jan 01, 2004 12:00 am

What would be the best way to implement recombining trinomial trees?

Post by Cheng »

Why on earth do you want to implement this stuff in Assembler ??? And no, I have not thought about your question because my brain got all sucked in when I read this single word.
"No trade with death / No trade with arms / Dispense the war / Learn from the past"
User avatar
pj
Posts: 0
Joined: Thu Jan 01, 2004 12:00 am

What would be the best way to implement recombining trinomial trees?

Post by pj »

Sorry, Cheng, edited my posting
«Да чего там описывать, планировать! Жизнь всё равно богаче». (Саня Радченко about specification writing)
User avatar
pj
Posts: 0
Joined: Thu Jan 01, 2004 12:00 am

What would be the best way to implement recombining trinomial trees?

Post by pj »

Well, I'll do it the old good Fortran way...
«Да чего там описывать, планировать! Жизнь всё равно богаче». (Саня Радченко about specification writing)
Post Reply