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Lattice model (finance)
Known as:
Edgeworth binomial tree
, Implied binomial tree
, Lattice
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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 model
Black–Derman–Toy model
Black–Scholes model
Brownian motion
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Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
2018
2018
Different tree approaches to the problem of counting numerical semigroups by genus
M. Bras-Amorós
International Conference on Random and Exhaustive…
2018
Corpus ID: 51882814
Let N0 denote the set of non-negative integers. A numerical semigroup is a subset of N0 which is closed under addition, contains…
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Review
2015
Review
2015
Medical Checkup and Image Data Analysis for Preventing Life Style Diseases: A Research Survey of Japan Society for the Promotion of Science with Grant-in-Aid for Scientific Research (A) (Grant number…
M. Nii
,
M. Morimoto
,
Syoji Kobashi
,
N. Kamiura
,
Y. Hata
,
Ken-ichi Sorachi
International Conference on Emerging Trends in…
2015
Corpus ID: 21966926
To prevent lifestyle diseases, this paper studies disease prediction using periodical health checkup data, daily monitoring to…
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2014
2014
Geometric Approach for Induction of Oblique Decision Tree
S. Patil
,
Sonal Badhe
2014
Corpus ID: 6767357
In this paper we present new algorithm for oblique deision tree induction. We propose new classifier that performs better than…
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2012
2012
Different decision tree induction strategies for a medical decision problem
R. Burduk
,
Michal Wozniak
2012
Corpus ID: 62771237
The paper presents a comparative study of selected recognition methods for the medical decision problem -acute abdominal pain…
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2010
2010
Phoneme lattice based texttiling towards multilingual story segmentation
Xiaoxuan Wang
,
Lei Xie
,
B. Ma
,
Chng Eng Siong
,
Haizhou Li
Interspeech
2010
Corpus ID: 10164106
This paper proposes a phoneme lattice based TextTiling approach towards multilingual story segmentation. The phoneme is the…
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2010
2010
A Comparative Study of Box-assisted and Kd-tree Approaches for the False Nearest Neighbors Method
J. Águila
,
I. Maŕın
,
E. Arias
,
M. M. Artigao
,
J. J. Miralles
2010
Corpus ID: 17476856
In different fields of science and engineering (medicine, economics, oceanography, biological systems, etc.) the False Nearest…
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2009
2009
Simplification of the Lattice Based Attack of Boneh and Durfee for RSA Cryptoanalysis
Yoshinori Aono
Asian Symposium on Computer Mathematics
2009
Corpus ID: 16260986
We present a new formulation and its simpler analysis of the lattice-based attack of Boneh and Durfee for the RSA cryptography [1…
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Review
2008
Review
2008
Learning with Few Examples using a Constrained Gaussian Prior on Randomized Trees
E. Rodner
,
Joachim Denzler
International Symposium on Vision, Modeling, and…
2008
Corpus ID: 14986463
Machine learning with few training examples always leads to over-fitting problems, whereas human individuals are often able to…
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2001
2001
Public key validation for the DNS security extensions
D. Massey
,
E. Lewis
,
Ó. Gudmundsson
,
R. Mundy
,
A. Mankin
Proceedings DARPA Information Survivability…
2001
Corpus ID: 15081736
The deployment of DNS Security (DNSSEC) can only succeed if there is an effective mechanism for DNS public key validation. This…
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1997
1997
Cluster Counting: the Hoshen-kopelman Algorithm vs. Spanning Tree Approaches
F. Babalievski
1997
Corpus ID: 265096164
Two basic approaches to the cluster counting task in the percolation and related models are discussed. The Hoshen-Kopelman…
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