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

Posted: Wed Nov 21, 2007 8:12 pm
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)

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

Posted: Thu Nov 22, 2007 12:19 pm
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.

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

Posted: Thu Nov 22, 2007 12:25 pm
by pj
Sorry, Cheng, edited my posting

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

Posted: Fri Nov 23, 2007 9:20 am
by pj
Well, I'll do it the old good Fortran way...