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Thanks for the fast answer.. The problem with your "free" definition of f is, that it does not really fit my task. I have to build a tree where each node contains the same function just with adjusted parameters. Setting...

Hi there, ~ the 'problem' or rather the task I'm trying to solve is to implement an algorithm to compute the ask/bid price of american options in a close to R related program language. because i'm not really...

Hi there, ~ sry for the late answer.. and thanks for the advice. i'm using a different approach than the CRR model because i'm implementing a pricing algorithm for american options with transaction costs. i'm not sure if...

Hi, i have a question regarding the as.function functionality. I need to save multiple functions with adjusted parameters in a list. The adjusted parameters are changed via variables in a loop. The problem I'm facing right now is...

Hi, ~ well that seems to be a better solution. Question is how much an enviroment for each node costs in terms of save space.. The example code is hard to present, because it is really based on that problem. The...

Many thanks Ed, Just cant imagine how wide it really was. It is quantmod <https://cran.r-project.org/web/packages/quantmod/index.html> that i should try now. Thanks for advising. Best Regards, Vu LE On Mon, Jul 10...

Hi.. Ok here is an example on how I wanted the tree to be implemented in R: - the tree is, as you wrote, saved as a list of different tree levels - each tree level is also saved as a list...

Dear Francesco, Thanks for advising. Best Regards, Jack LE On Mon, Jul 10, 2017 at 8:33 PM, Francesco Bianchi < francesco.bianchi04 at icatt.it> wrote: > Sending these 2 titles, maybe they are too general and scholastic, but I > found...

Dear Toby, Thanks for sharing the book. Best Regards, Jack LE On Mon, Jul 10, 2017 at 9:37 PM, Nils Tobias Kramer <ntobiaskramer at gmail.com > wrote: > How about: > Quantitative Trading with R: Understanding Mathematical and Computational > Tools from...