Stack Exchange Network

Stack Exchange network consists of 175 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

New answers tagged

3

Im going to hazard a guess that your problem is u**(N-i). Large exponents are notoriously poor performers, I would first look to restructure that aspect of the code and then isolate other poorly performant sections afterwards. For example you might observe that: S_T[i] = S0 * u**(N-i) * d**(i) is equivalent to: S_T[i] = S0 * u**N * (d/u)**i then u**N ...


Top 50 recent answers are included