set transition probabilities of a tree node
SetProbabilities(T, i, j, p)
binomial or trinomial tree data structure
positive integer; time step
positive integer; node index
list of probabilities
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.
T ≔ moduleend module
The Finance[SetProbabilities] command was introduced in Maple 15.
For more information on Maple 15 changes, see Updates in Maple 15.
Download Help Document
What kind of issue would you like to report? (Optional)