Lattice model (finance)
id:
lattice-model-finance-179-38312
title:
Lattice model (finance)
text:
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 typical example would be pricing an American option, where a decision as to option exercise is required at "all" times before and including maturity. A continuous model, on the other hand, such as Black–Scholes, would only allow for the valuation of European options, where exercise is on the option's maturity date. For interest rate derivatives lattic
brand slug:
wiki
category slug:
encyclopedia
description:
Method for evaluating stock options that divides time into discrete intervals
original url:
https://en.wikipedia.org/wiki/Lattice_model_(finance)
date created:
2006-01-23T04:09:36Z
date modified:
2024-09-04T19:27:12Z
main entity:
{"identifier":"Q6497124","url":"https://www.wikidata.org/entity/Q6497124"}
image:
{"content_url":"https://upload.wikimedia.org/wikipedia/commons/2/2e/Arbre_Binomial_Options_Reelles.png","width":537,"height":314}
fields total:
13
integrity:
16