What would be the best way to implement recombining trinomial trees?
Posted: Wed Nov 21, 2007 8:12 pm
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)
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)