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Finance_BinomialTree_American-put_European-put
This is an example of a program that creates a binomial tree to calculate the prices of a standard European put and an American put (assuming it can be exercised only in the last quarter of the option's life).
handsomeMango.github.io
ucg
handsomeMango's Repositories
handsomeMango/blog
handsomeMango/Finance_BinomialTree_American-put_European-put
This is an example of a program that creates a binomial tree to calculate the prices of a standard European put and an American put (assuming it can be exercised only in the last quarter of the option's life).
handsomeMango/handsomeMango.github.io
handsomeMango/ucg