TrinomialTree

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TrinomialTree

ssingh1
What pricing engine should be used with the Trinomial tree when pricing vanilla options?
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Re: TrinomialTree

Luigi Ballabio
On Tue, 2009-08-04 at 12:31 -0700, ssingh1 wrote:
> What pricing engine should be used with the Trinomial tree when pricing
> vanilla options?

There's no trinomial-tree engine for vanilla options at this time.

Luigi


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