17
votes
3answers
573 views

How to clear parts of a memoized function?

I have a function of two variables, e.g.: f[a_, b_] := f[a, b] = something f[a - 1, b - 1] etc With the above code I used the concept of memoization to speed up ...
6
votes
0answers
392 views

Increasing recursion speed in Hull-White trinomial tree calculation

First timer here and have been finding these boards very useful in learning Mathematica. I'm trying to implement a numerical procedure for the Hull-White trinomial tree in Mathematica. Despite using ...
33
votes
4answers
2k views

How can I implement dynamic programming for a function with more than one argument?

Dynamic programming is a technique for avoiding the repeated computation of the same values in a recursive program. Each value computed is immediately stored. If the value is needed again, it is ...