Model what a trader knows on a price tree

Coming soon

Build the information available at each step of a three-step tree and compute conditional expectations at every node.

This problem opens with Stochastic Calculus for Finance. It draws on the modules below.

• Stochastic Calculus 1.2 σ-algebras as information (coming soon)
• Stochastic Calculus 1.7 Filtrations and conditional expectation (coming soon)