time
to
expiry
T
3
starting
asset
price
S
0
40
strike
price
X
45
volatility
σ
0
.
3
risk

free
rate
r
0
.
07
continuous
dividend
δ
0
time
steps
50
trinomial
paths
40
seed
0
2
.
7
[
3
,
40
,
45
,
0
.
3
,
0
.
07
,
0
,
50
,
40
,
0
]