Is it possible to construct a binomial tree with a stochastic process that
doesn't have flat parameters? I constructed a GeneralizedBlackScholes process
that used a zero curve for the risk-free rate and a curve for the volatility
(through the use of a BlackVarianceCurve), and it seemed to me that the Binomial
Tree class only used the first value of the volatility curve. Is there a way to
make sure that it uses the curves to generate values?
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