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… (More)
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Papers overview

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Highly Cited
2011
Highly Cited
2011
We propose localized, self organizing, robust, and energy-efficient data aggregation tree approaches for sensor networks, which… (More)
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Highly Cited
2008
Highly Cited
2008
Efficiently processing queries against very large graphs is an important research topic largely driven by emerging real world… (More)
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2008
2008
This paper addresses the classification problem with imperfect data. More precisely, it extends standard decision trees to handle… (More)
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Highly Cited
2006
Highly Cited
2006
Hierarchical multilabel classification (HMC) is an extension of binary classification where an instance can be labelled with… (More)
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Highly Cited
2006
Highly Cited
2006
In this paper, we present a novel stereo algorithm that combines the strengths of region-based stereo and dynamic programming on… (More)
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2005
2005
There has been increasing number of independently proposed randomization methods in different stages of decision tree… (More)
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Highly Cited
2001
Highly Cited
2001
We describe a simple technique that can be used to substantially reduce the key and ciphertext size of various lattice based… (More)
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Highly Cited
2000
Highly Cited
2000
When humans produce summaries of documents, they do not simply extract sentences and concatenate them. Rather, they create new… (More)
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Highly Cited
1997
Highly Cited
1997
We describe the IGTree learning algorithm, which compresses an instance base into a tree structure. The concept of information… (More)
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Highly Cited
1983
Highly Cited
1983
A was quite simple. Today, however, there are almost as many meanings for this inheritance link as there are knowledge… (More)
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