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From: YuHong <hy...@ho...> - 2011-07-13 14:51:06
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I have been studying 'ql/methods/lattices/trinomialtree.cpp'. About the branching probabilities, Hull&White in their papers mentioned three types of branchings. May I ask, which among the three brachings with the probabilities have been implemented in QuantLib? Thanks a lot! Regards, Hong Yu |