markovTreePathCount
Version 1.0.0.0 (874 Bytes) by
Lionel Tailhardat
Compute the number of path at the Nth rank of a bivalent tree
This work has been done to study the behavior of a markov random walk in regard to its rank, and its connection to a normal distribution.
e.g. :
%% Tree calculus
N = 1000;
V = markovTreePathCount(N);
max_path = 2^N;
P = V / max_path
plot(P)
Cite As
Lionel Tailhardat (2024). markovTreePathCount (https://www.mathworks.com/matlabcentral/fileexchange/64139-markovtreepathcount), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R2017a
Compatible with any release
Platform Compatibility
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- Computational Finance > Financial Instruments Toolbox > Price Instruments Using Functions > Interest-Rate Instruments > Price Using Tree Models > Tree Manipulation for Interest-Rate Instruments >
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Version | Published | Release Notes | |
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1.0.0.0 |