search for: bttmprobup

Displaying 4 results from an estimated 4 matches for "bttmprobup".

repeat a function
2017 Nov 01
3
repeat a function
...ax) { prb[paste(j,sep = ""),"1"] <- TOPProbUP(a,j,dt) prb[paste(j,sep = ""),"0"] <- TOPProbMID(a,j,dt) 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 = ""...
repeat a function
2017 Nov 02
2
repeat a function
...TOPProbMID<- function(a, j, dt) -1 / 3 - j ^ 2 * Mfactor(a, dt) ^ 2 - 2 * j * Mfactor(a, dt) ####### Top branch probability going MID TOPProbDWN<- function( a, j, dt) 1 / 6 + (j ^ 2 * Mfactor(a, dt) ^ 2 + j * Mfactor(a, dt)) / 2 ####### Top branch probability going DOWN 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 BTTMProbDW...
repeat a function
2017 Nov 03
0
repeat a function
...unction(a, j, dt) -1 / 3 - j ^ 2 * Mfactor(a, dt) ^ 2 - 2 * j * > Mfactor(a, dt) ####### Top branch probability going MID > TOPProbDWN<- function( a, j, dt) 1 / 6 + (j ^ 2 * Mfactor(a, dt) ^ 2 + j * > Mfactor(a, dt)) / 2 ####### Top branch probability going DOWN > 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 M...
repeat a function
2017 Nov 02
0
repeat a function
...[paste(j,sep = ""),"1"] <- TOPProbUP(a,j,dt) > prb[paste(j,sep = ""),"0"] <- TOPProbMID(a,j,dt) > 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) >...