PooksoftAssetModelingKit.jl
  • Introduction
  • Quick Start
  • Data
    • Estimating returns and volatility
  • Stochastic models
    • Monte Carlo Geometric Brownian Motion (MC-GBM)
    • Stochastic Differential Equation (SDE) models
  • Lattice models
    • Binomial lattice models
    • Ternary lattice models
Version
  • Lattice models
  • Binomial lattice models
  • Binomial lattice models
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Binomial lattice models

PooksoftAssetModelingKit.compute_binary_price_tree — Function
compute_binary_price_tree(initialPrice::Float64, treeHeight::Int64, deltaFunction::Function)

$\frac{n!}{k!(n - k)!} = \binom{n}{k}$

Stuff will go here. Awesome stuff, the most beautiful stuff ever.

source
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