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Cox-Ross-Rubinstein Tree Setup

Propagate Cox-Ross-Rubinstein equity tree

The Cox-Ross-Rubinstein (CRR) model uses a binomial tree to represent the possible future prices of an underlying asset (such as a stock) over discrete time intervals. Setup a CRR equity options tree model using the following functions:

Functions

crrtimespecSpecify time structure for Cox-Ross-Rubinstein tree
crrtreeBuild Cox-Ross-Rubinstein stock tree
stockspecCreate stock structure

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