Multi-Step Binomial Tree

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Orestis Maroulis
Orestis Maroulis 2015 年 12 月 8 日
Hi. I want to price a stock and an option (European put) using Binomial trees. I want to start with 2 steps and increase the number of steps up to 50, ending with a plot of the calculated current price as time intervals decrease. I have all the background knowledge about options but as a new user I don't know how to split the branches.

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