C++ in financial models_01_binomial tree

Binominal tree:

Data structure:

          1. Vector embed in vector.

                   

          2. Construct the data structure directly from the last column.

               xi=u*u*v[0]

 

The general procedure consists of 3 steps:

1. Formula

2. Data structure

3. Implementation

转载于:https://www.cnblogs.com/surgod/archive/2012/09/23/2699022.html