Computational Optimization Methods in Statistics, Econometrics and Finance
Wiki Site
Welcome to COMISEF
People & Institutions
Training & Transfer of Knowledge
Events & Calendar
Publications
Resources
Wiki Site
Contact
Member login
Home
›
Resources
Matlab and R functions for "Implementing Binomial Trees"
Binomial.zip
(~43kb) contains the code and instructions. Also see working paper:
Implementing Binomial Trees
.
‹ A Data-Driven Optimization Heuristic for Downside Risk Minimization
up
COMISEF Fellows’ Workshop on Numerical Methods and Optimisation in Finance ›
