A discrete time model is needed when applying a lattice model to the valuation of derivatives. An example of a price equity option would be an American option, where option exercise decisions must be made at "all" times any time before and including maturity. On the other hand, a continuous model, like Black-Scholes, would only permit the valuation of European options, where the exercise date is the option's maturity date. Because they handle of many problems with continuous models, such as pull to par, lattices are also helpful for interest rate derivatives. The approach is also used to value some unusual options, for which Monte Carlo methods for option pricing do not account for the best choices to terminate the derivative by early exercise due to route dependency in the payout, despite the fact that solutions to this issue currently exist.
Over the past few decades the one-dimensional mixed-spin lattice models like spin chains and spin ladders have attracted big interest due to numerous advances in targeted design of nanostructured…
Sessions are CPD-accredited; certificates issued to every registered delegate within two weeks of the conference.
Oral and poster slots for original Lattice Model work, reviewed by the scientific committee.
Meet materials researchers, engineers, and academics from around the world across three days.
Accepted abstracts appear in the indexed conference proceedings with a citable DOI.
Plenary lectures from leading voices shaping Lattice Model research and practice.
Attend in person in Singapore or join virtually — same programme, same certificate.
Oral and poster slots for your work — in person in Singapore or online. Not presenting? Attend as a delegate to learn from the field.
The Lattice Model track is a dedicated stream within Materials 2027 covering the latest research, methods, and applications in Lattice Model. It brings together researchers, engineers, and academics for oral presentations, posters, and discussion.
Materials researchers, engineers, educators, doctoral students, and R&D leaders with an interest in Lattice Model are all welcome — whether presenting or attending.
Yes. Submit an abstract for oral or poster presentation. All submissions are peer-reviewed by the scientific committee; accepted abstracts appear in the indexed proceedings.
Yes. Materials 2027 is a hybrid conference — attend the Lattice Model track in person in Singapore or join live online, with on-demand access afterward.
Singapore · March 18–20, 2027· Hybrid · in-person & virtual
Attend without presenting.
