Standard Trinomial Tree Setup

Propagate standard trinomial equity tree

Functions

stttimespecSpecify time structure for standard trinomial tree
stttreeBuild standard trinomial tree

Topics

Understanding Equity Trees

Financial Instruments Toolbox™ supports five types of recombining tree models to represent the evolution of stock prices.

Pricing Equity Derivatives Using Trees

Pricing functions calculate the price of any set of supported instruments based on a binary equity price tree, an implied trinomial price tree, or a standard trinomial tree.