pub fn diffusion_branching(
nu: f64,
sigma: f64,
dt: f64,
dx: f64,
) -> TrinomialBranchExpand description
Moment-matched branching for a constant-coefficient diffusion
dx_t = nu dt + sigma dW on spacing dx (Boyle / Kamrad-Ritchken:
dx = sigma sqrt(3 dt) gives the classic 1/6, 2/3, 1/6 weights at
zero drift). Same rule at every node — the equity-style tree.