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Lattice model (finance)

Known as: Edgeworth binomial tree, Implied binomial tree, Lattice 
In finance, a lattice model is a technique applied to the valuation of derivatives, where a discrete time model is required. For equity options, a… 
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Related topics

Related topics

20 relations
Binomial options pricing modelBlack–Derman–Toy modelBlack–Scholes modelBrownian motion

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2017
2017
Efficient Piecewise Trees for the Generalized Skew Vasicek Model with Discontinuous Drift
In this paper, we explore two new tree lattice methods, the piecewise binomial tree and the piecewise trinomial tree for both the… 
2016
2016
Quantitative Non Functional Requirements evaluation using softgoal weight
The goal oriented requirements analysis approaches have been introduced to compare non-functional requirements (NFR), such as… 
2015
2015
Distance-­based methods in phylogenetics
With the continuous growth of genome sequencing capabilities, phylogenetic tree inference is increasingly based on large… 
2012
2012
Rotation based secure multicast key management for batch rekeying operations
Many emerging security-rich network applications such as pay-per-view, video broadcasting, video on demand and videoconferencing… 
2011
2011
Group key exchange using neural cryptography with binary trees
Key exchange is one of the major concerns in cryptology. Mutual learning between two neural networks has been used to address… 
2006
2006
Training Bao Game-Playing Agents using Coevolutionary Particle Swarm Optimization
Bao, an African board game of the Mancala family, is a complex two-player game with a very large search space and complex rule… 
2006
2006
Challenges and Interesting Research Directions in Associative Classification
  • F. Thabtah
  • Sixth IEEE International Conference on Data…
  • 2006
  • Corpus ID: 17036698
Utilising association rule discovery methods to construct classification systems in data mining is known as associative… 
2006
2006
Valuing Real Options Using Implied Binomial Trees and Commodity Futures Options
A real option on a commodity is valued using an implied binomial tree (IBT) calibrated using commodity futures options prices… 
Review
2004
Review
2004
Valuing Employee Stock Options Using a Lattice Model
A recent FASB exposure draft on stock-option expensing would require the valuation of equitybased compensation awards at their… 
2002
2002
Modelling the locational determinants of house prices: neural network and value tree approaches
Tom Kauko's book comprises an analysis of the locational element in house prices. Locational features can increase or decrease… 
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