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I think I understand now, from wiki[math]u=e^{\sigma {\sqrt {\Delta }}t}[/math][math]d=e^{-\sigma {\sqrt {\Delta }}t}={\frac {1}{u}}[/math]Above is the original Cox, Ross, & Rubinstein (CRR) method; there are various other techniques for generating the lattice, such as "the equal probabilities" tree, see.[4][5]So the one mentioned in code book is "other technique", wondering if we have a list of those way how lattice is generating
I think I understand now, from wiki
[math]u=e^{\sigma {\sqrt {\Delta }}t}[/math]
[math]d=e^{-\sigma {\sqrt {\Delta }}t}={\frac {1}{u}}[/math]
Above is the original Cox, Ross, & Rubinstein (CRR) method; there are various other techniques for generating the lattice, such as "the equal probabilities" tree, see.[4][5]
So the one mentioned in code book is "other technique", wondering if we have a list of those way how lattice is generating
