Stock specification for underlying asset, specified using StockSpec obtained
from stockspec. For information
on the stock specification, see stockspec.
stockspec can handle
other types of underlying assets. For example, stocks, stock indices,
and commodities. If dividends are not specified in StockSpec,
dividends are assumed to be 0.
Data Types: struct
Interest-rate term specification of initial risk-free rate curve,
specified by the RateSpec obtained from intenvset. For information on the interest-rate
specification, see intenvset.
Data Types: struct
Tree time layout specification, specified using stttimespec to define the observation
dates of the standard trinomial (STT) tree.
The Standard Trinomial (STT) stock tree is used
to price options and other derivatives by representing the potential future prices of an
underlying asset over discrete time intervals.
Unlike a binomial tree, which allows for two possible outcomes (up or down) at each time
step, a trinomial tree allows for three possible outcomes: an upward movement, a downward
movement, and a middle (or unchanged) movement. This additional flexibility can provide a
more accurate representation of price dynamics.
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