Excel VBA codes for "An Efficient Lattice Search Algorithm for the Early Exercise Boundary in American Options"

This file provides Excel VBA codes of accelerated CRR binomial models:
1. “CRR_Conventional” model represents a two-dimensional static CRR binomial tree and does not apply any lattice search or acceleration techniques.
2. “CRR_Dynamic” model employs a one-dimensional dynamic tree.
3. “CRR_Dyn_Boundary” model augments the dynamic binomial tree using the intelligent lattice search algorithm.
4. “CRR_Dyn_Bound_Truncation” model is the most accelerated binomial model which comprehensively applies efficient lattice search, dynamic memory and truncation techniques.

本文件提供了加速型CRR二项式模型的Excel VBA代码：
1. "CRR_Conventional"模型为二维静态CRR二项树，未采用任何格点搜索或加速技术。
2. "CRR_Dynamic"模型采用一维动态二项树。
3. "CRR_Dyn_Boundary"模型通过智能格点搜索算法对动态二项树进行扩展。
4. "CRR_Dyn_Bound_Truncation"模型为加速效果最优的二项式模型，综合运用了高效格点搜索、动态内存与截断技术。