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tybxiaobao / bnt

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creating replicating binary tree #21

Open GoogleCodeExporter opened 8 years ago

GoogleCodeExporter commented 8 years ago 
I'm curious whether it is possible to create a replicating binary tree using 
BNT.

to be exact: V(n+1)= 2*V(n) or 
                   = 0.5*V(n) 
where the probability of each event is (say) 50%. 
with an arbitrary number of steps n (so the complete state space is unknown)

What version of the product are you using? On what operating system?
the most recent version, on matlab 2011b, windows 7

Thanks in advance.

Original issue reported on code.google.com by thijsvkr...@gmail.com on 9 Dec 2011 at 2:12