lrtree
Build Leisen-Reimer stock tree
Description
adds a name-value pair argument. LRTree
= lrtree(___,Name,Value
)
Examples
Input Arguments
Name-Value Arguments
Output Arguments
More About
References
[1] Leisen D.P., M. Reimer. “Binomial Models for Option Valuation – Examining and Improving Convergence.” Applied Mathematical Finance. Number 3, 1996, pp. 319–346.
Version History
Introduced in R2010b