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Finance[SetProbabilities] - set transition probabilities of a tree node
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Calling Sequence
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SetProbabilities(T, i, j, p)
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Parameters
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T
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binomial or trinomial tree data structure
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i
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positive integer; time step
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j
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positive integer; node index
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p
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list of probabilities
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Description
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The SetProbabilities command sets the transition probabilities for node j at level i of the tree T. The probabilities in p should correspond to the descendants of the node (i, j); see Finance[GetDescendants] and Finance[GetProbabilities] for more details.
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Compatibility
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The Finance[SetProbabilities] command was introduced in Maple 15.
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Examples
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>
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>
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| (1) |
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>
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![[.3333333333, .3333333334, .3333333333]](/support/helpjp/helpview.aspx?si=8899/file01680/math126.png)
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![SetProbabilities(T, 3, 3, [.3, .5, .2])](/support/helpjp/helpview.aspx?si=8899/file01680/math130.png)
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>
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![[.3000000000, .5000000000, .2000000000]](/support/helpjp/helpview.aspx?si=8899/file01680/math137.png)
| (3) |
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