Sub model_crr()
S0 = Cells(1, 2)
K = Cells(2, 2)
t = Cells(3, 2)
r = Cells(4, 2)
sigma = Cells(5, 2)
N = Cells(7, 2)
delta_t = t / N
Cells(8, 2) = delta_t
u = Exp(sigma * delta_t ^ 0.5)
Cells(9, 2) = u
d = 1 / u
Cells(10, 2) = d
p = (Exp(r * delta_t) - d) / (u - d)
Cells(11, 2) = p
Cells(12, 2) = 1 - p
For i = 0 To N
Cells(3, 4 + i) = i
Next i
Dim S(100, 100) As Double
Cells(4, 4) = S0
For i = 1 To N
For j = 0 To i
S(i, j) = S0 * u ^ j * d ^ (i - j)
Cells(4 + i - j, 4 + i) = S(i, j)
Next j
Next i
End Sub
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