QuantLib_Tian man page
Tian — Tian tree: third moment matching, multiplicative approach
Inherits BinomialTree< Tian >.
Public Member Functions
Tian (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike)
Real underlying (Size i, Size index) const
Real probability (Size, Size, Size branch) const
Additional Inherited Members
Tian tree: third moment matching, multiplicative approach
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Tian(3) is an alias of QuantLib_Tian(3).