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Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree

Hierarchy

Implements

Index

Properties

Protected _driftPerStep

_driftPerStep: Real

Protected _dt

_dt: Time

Protected _dx

_dx: Real

Protected _pd

_pd: Real

Protected _pu

_pu: Real

Protected _x0

_x0: Real

Methods

btInit

columns

  • Returns Size

descendant

ejInit

impl

  • impl(): any

init

probability

size

treeInit

underlying