我想在 latex 中创建一个类似于上传图像的可违约二项式树。在每个节点上,股票都有可能违约(股票价格降至零)。我在网上查过,似乎无法创建可违约分支到目前为止,这是我拥有的代码,但无法弄清楚如何向二项式模型添加第三个分支
\documentclass{article}
\usepackage{tikz}
\usetikzlibrary{matrix}
\begin{document}
\begin{tikzpicture}[>=stealth,sloped]
\matrix (tree) [%
matrix of nodes,
minimum size=1cm,
column sep=3.5cm,
row sep=1cm,
]
{
& & S_{2,2}$ \\
& S_{1,1}$ & \\
S_{0,0}$ & & S_{2,0}$ \\
& S_{1,-1}$ & \\
& & S_{2,-2}$ \\
};
\draw[->] (tree-3-1) -- (tree-2-2) node [midway,above] {$p (1 - \lambda_t \Delta t)$};
\draw[->] (tree-3-1) -- (tree-4-2) node [midway,below] {$(1-p) (1 - \lambda_t \Delta t)$};
\draw[->] (tree-2-2) -- (tree-1-3) node [midway,above] {$p^2 (1 - \lambda_t \Delta t)^2$};
\draw[->] (tree-2-2) -- (tree-3-3) node [midway,below] {$(1-p)p (1 - \lambda_t \Delta t)^2$};
\draw[->] (tree-4-2) -- (tree-3-3) node [midway,above] {$(1-p)p (1 - \lambda_t \Delta t)^2$};
\draw[->] (tree-4-2) -- (tree-5-3) node [midway,below] {$(1-p)^2 (1 - \lambda_t \Delta t)^2$};
\end{tikzpicture}
\end{document}
答案1
经过一些小小的修正(您想要数学节点)它最终编译成功...但是您的问题是什么?
\documentclass{article}
\usepackage{tikz}
\usetikzlibrary{matrix}
\begin{document}
\begin{tikzpicture}[>=stealth,sloped]
\matrix (tree) [%
matrix of math nodes,
minimum size=1cm,
column sep=3.5cm,
row sep=1cm,
]
{
& & S_{2,2} \\
& S_{1,1} & \\
S_{0,0} & & S_{2,0} \\
& S_{1,-1} & \\
& & S_{2,-2} \\
};
\draw[->] (tree-3-1) -- (tree-2-2) node [midway,above] {$p (1 - \lambda_t \Delta t)$};
\draw[->] (tree-3-1) -- (tree-4-2) node [midway,below] {$(1-p) (1 - \lambda_t \Delta t)$};
\draw[->] (tree-2-2) -- (tree-1-3) node [midway,above] {$p^2 (1 - \lambda_t \Delta t)^2$};
\draw[->] (tree-2-2) -- (tree-3-3) node [midway,below] {$(1-p)p (1 - \lambda_t \Delta t)^2$};
\draw[->] (tree-4-2) -- (tree-3-3) node [midway,above] {$(1-p)p (1 - \lambda_t \Delta t)^2$};
\draw[->] (tree-4-2) -- (tree-5-3) node [midway,below] {$(1-p)^2 (1 - \lambda_t \Delta t)^2$};
\end{tikzpicture}
\end{document}
答案2
我会使用 Forest,但现在不会。如果这是你想要的,我可能会稍后尝试。我不确定这是否是你想要的,因为它看起来像是你已编写代码的一个足够简单的扩展,那么我遗漏了什么?
[由于 Okular 的一个错误,“这是你想要的吗?”有一定的想象力负担。对此表示歉意。]
这是对MS-SPO 的答案:
\documentclass{article}
\usepackage{tikz}
\usetikzlibrary{matrix}
\begin{document}
\begin{tikzpicture}[>=stealth,sloped]
\matrix (tree) [%
matrix of math nodes,
minimum size=1cm,
column sep=3.5cm,
row sep=1cm,
]
{
& & S_{2,2} \\
& S_{1,1} & \\
S_{0,0} & & S_{2,0} \\
& S_{1,-1} & \\
& & S_{2,-2} \\
& Zero & Zero \\
};
\draw[->] (tree-3-1) -- (tree-2-2) node [midway,above] {$p (1 - \lambda_t \Delta t)$};
\draw[->] (tree-3-1) -- (tree-4-2) node [midway,below] {$(1-p) (1 - \lambda_t \Delta t)$};
\draw[->] (tree-2-2) -- (tree-1-3) node [midway,above] {$p^2 (1 - \lambda_t \Delta t)^2$};
\draw[->] (tree-2-2) -- (tree-3-3) node [midway,below] {$(1-p)p (1 - \lambda_t \Delta t)^2$};
\draw[->] (tree-4-2) -- (tree-3-3) node [midway,above] {$(1-p)p (1 - \lambda_t \Delta t)^2$};
\draw[->] (tree-4-2) -- (tree-5-3) node [midway,below] {$(1-p)^2 (1 - \lambda_t \Delta t)^2$};
\foreach \i/\j in {3-1/6-2,2-2/6-3,4-2/6-3} \draw [dotted,->,gray] (tree-\i) -- (tree-\j);
\end{tikzpicture}
\end{document}
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