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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Binomial options pricing modelBlack–Derman–Toy modelBlack–Scholes modelBrownian motion
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Papers overview

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Highly Cited
2011
Highly Cited
2011
Computing Localized Power-Efficient Data Aggregation Trees for Sensor Networks
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 answering reachability queries on very large directed graphs
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
Decision trees as possibilistic classifiers
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
Decision Trees for Hierarchical Multilabel Classification: A Case Study in Functional Genomics
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
Region-Tree Based Stereo Using Dynamic Programming Optimization
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
Effective estimation of posterior probabilities: explaining the accuracy of randomized decision tree approaches
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
Improving Lattice Based Cryptosystems Using the Hermite Normal Form
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
Statistics-Based Summarization - Step One: Sentence Compression
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
IGTree: Using Trees for Compression and Classification in Lazy Learning Algorithms
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
What IS-A Is and Isn't: An Analysis of Taxonomic Links in Semantic Networks
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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