Displaying 4 results from an estimated 4 matches for "bttmprobdwn".
2017 Nov 01
3
repeat a function
...prb[paste(j,sep = ""),"-1"] <- TOPProbDWN(a,j,dt)
prb[paste(-j,sep = ""),"1"] <- BTTMProbUP(a,-j,dt)
prb[paste(-j,sep = ""),"0"] <- BTTMProbMID(a,-j,dt)
prb[paste(-j,sep = ""),"-1"] <- BTTMProbDWN(a,-j,dt)
}
else {
prb[paste(j,sep = ""),"1"] <- ProbUP(a,j,dt)
prb[paste(j,sep = ""),"0"] <- ProbMID(a,j,dt)
prb[paste(j,sep = ""),"-1"] <- ProbDWN(a,j,dt)
prb[paste(-j,sep = ""),"1&q...
2017 Nov 02
2
repeat a function
...BTTMProbUP<- function( a, j, dt) 1 / 6 + (j ^ 2 * Mfactor(a, dt) ^ 2 - j * Mfactor(a, dt)) / 2 ####### Bottom branch probability going u
BTTMProbMID<- function( a, j, dt) -1 / 3 - j ^ 2 * Mfactor(a, dt) ^ 2 + 2 * j * Mfactor(a, dt) ####### Bottom branch probability going MID
BTTMProbDWN<- function( a, j, dt) 7 / 6 + (j ^ 2 * Mfactor(a, dt) ^ 2 - 3 * j * Mfactor(a, dt)) / 2 ####### Bottom branch probability going DOWN
if (N>jmax) N=jmax
for (j in 0:N) {
if (j==0) {
prb["0","1"] <<- ProbUP(a,j,dt)
prb["0","0"] <...
2017 Nov 03
0
repeat a function
...tion( a, j, dt) 1 / 6 + (j ^ 2 * Mfactor(a, dt) ^ 2 - j *
> Mfactor(a, dt)) / 2 ####### Bottom branch probability going u
> BTTMProbMID<- function( a, j, dt) -1 / 3 - j ^ 2 * Mfactor(a, dt) ^ 2 + 2 * j *
> Mfactor(a, dt) ####### Bottom branch probability going MID
> BTTMProbDWN<- function( a, j, dt) 7 / 6 + (j ^ 2 * Mfactor(a, dt) ^ 2 - 3 * j *
> Mfactor(a, dt)) / 2 ####### Bottom branch probability going DOWN
>
> if (N>jmax) N=jmax
>
> for (j in 0:N) {
> if (j==0) {
> prb["0","1"] <<- ProbUP(a,j,dt)
> pr...
2017 Nov 02
0
repeat a function
...j,sep = ""),"-1"] <- TOPProbDWN(a,j,dt)
> prb[paste(-j,sep = ""),"1"] <- BTTMProbUP(a,-j,dt)
> prb[paste(-j,sep = ""),"0"] <- BTTMProbMID(a,-j,dt)
> prb[paste(-j,sep = ""),"-1"] <- BTTMProbDWN(a,-j,dt)
> }
> else {
> prb[paste(j,sep = ""),"1"] <- ProbUP(a,j,dt)
> prb[paste(j,sep = ""),"0"] <- ProbMID(a,j,dt)
> prb[paste(j,sep = ""),"-1"] <- ProbDWN(a,j,dt)
> prb[paste(-j...