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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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Papers overview

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2018
2018
Let N0 denote the set of non-negative integers. A numerical semigroup is a subset of N0 which is closed under addition, contains… 
2014
2014
In this paper we present new algorithm for oblique deision tree induction. We propose new classifier that performs better than… 
2012
2012
The paper presents a comparative study of selected recognition methods for the medical decision problem -acute abdominal pain… 
2010
2010
This paper proposes a phoneme lattice based TextTiling approach towards multilingual story segmentation. The phoneme is the… 
2010
2010
In different fields of science and engineering (medicine, economics, oceanography, biological systems, etc.) the False Nearest… 
2009
2009
We present a new formulation and its simpler analysis of the lattice-based attack of Boneh and Durfee for the RSA cryptography [1… 
Review
2008
Review
2008
Machine learning with few training examples always leads to over-fitting problems, whereas human individuals are often able to… 
2001
2001
The deployment of DNS Security (DNSSEC) can only succeed if there is an effective mechanism for DNS public key validation. This… 
1997
1997
Two basic approaches to the cluster counting task in the percolation and related models are discussed. The Hoshen-Kopelman…