search for: topprobup

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

2017 Nov 01
3
repeat a function
...for (j in 0:2) { if (j==0) { prb["0","1"] <- ProbUP(a,j,dt) prb["0","0"] <- ProbMID(a,j,dt) prb["0","-1"] <- ProbDWN(a,j,dt) } else { if (j==jmax) { 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"]...
2017 Nov 02
2
repeat a function
...ty X going up ProbMID<- function(a, j, dt) 2 / 3 - (j ^ 2 * Mfactor(a, dt) ^ 2) ######## Probability X going middle ProbDWN<-function( a, j, dt) 1 / 6 + ((j ^ 2 * Mfactor(a, dt) ^ 2 - j * Mfactor(a, dt)) / 2) ####### Probability X going down TOPProbUP<- function( a, j, dt) 7 / 6 + (j ^ 2 * Mfactor(a, dt) ^ 2 + 3 * j * Mfactor(a, dt)) / 2 ####### Top branch probability going up TOPProbMID<- function(a, j, dt) -1 / 3 - j ^ 2 * Mfactor(a, dt) ^ 2 - 2 * j * Mfactor(a, dt) ####### Top branch probability going MID TOPProbDWN<...
2017 Nov 03
0
repeat a function
...# Probability X going up > ProbMID<- function(a, j, dt) 2 / 3 - (j ^ 2 * Mfactor(a, dt) ^ 2) > ######## Probability X going middle > ProbDWN<-function( a, j, dt) 1 / 6 + ((j ^ 2 * Mfactor(a, dt) ^ 2 - j * Mfactor(a, > dt)) / 2) ####### Probability X going down > TOPProbUP<- function( a, j, dt) 7 / 6 + (j ^ 2 * Mfactor(a, dt) ^ 2 + 3 * j * > Mfactor(a, dt)) / 2 ####### Top branch probability going up > TOPProbMID<- function(a, j, dt) -1 / 3 - j ^ 2 * Mfactor(a, dt) ^ 2 - 2 * j * > Mfactor(a, dt) ####### Top branch probability going MID &...
2017 Nov 02
0
repeat a function
...; prb["0","1"] <- ProbUP(a,j,dt) > prb["0","0"] <- ProbMID(a,j,dt) > prb["0","-1"] <- ProbDWN(a,j,dt) > } > else { > if (j==jmax) { > 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 = "&qu...