CRR binomial model

Write a program to implement the Cox-Ros-Rubinstein binomial model to price options with a non-dividend paying underlying [url removed, login to view] new and delete statements to create dynamic [url removed, login to view] inputs are asset price S,strike price X,riskless interest rate r,current time t and maturity time T,volatility 'sigma',and number of steps [url removed, login to view] outputs are European and American call and put options prices.(Note that at period n there are n+1 nodes from (d^(-n))*S to (u^n)*S

## Deliverables

Complete and fully-functional working program(s) in executable form as well as complete source code of all work done. Complete copyrights to all work purchased.

Skills: C Programming, Engineering, MySQL, PHP, Software Architecture, Software Testing

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