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binarytree
- 利用二叉树计算欧式期权和美式期权,输出期权价格和bs公式的差距,画出分割期数与其误差的关系图,并计算其敏感性(The binarytree is used to calculate the gap between the European option and American option, the price of the output option and the BS formula, and the relationship between the number of the segm