9th Edition of
International Conference on Materials Science and Engineering
March 23-25, 2026 | Singapore
Lattice Model
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.
Harry Ruda
University of Toronto, Canada
Stanislaw Dzwigaj
Sorbonne University, France
Piotr Gebara
Czestochowa University of Technology, Poland
M G H Zaidi
G B Pant University of Agriculture & Technology, India
Alain Portavoce
IM2NP/CNRS, France
Silvie Maria Tanu Halim
McMaster University, Canada
An Yi Chang
University of California San Diego, United StatesSubmit your abstract Today
Title : Application of vanadium and tantalum single-site zeolite catalysts in heterogeneous catalysis
Stanislaw Dzwigaj, Sorbonne University, France
Title : Developing novel sensing platforms using nanostructures
Harry Ruda, University of Toronto, Canada
Title : Solid state UV cross-linking for advanced manufacturing
Huang WM, Nanyang Technological University, Singapore
Title : The effect of substitution of Mn by Pd on the structure and thermomagnetic properties of the Mn1−xPdxCoGe alloys (where x = 0.03, 0.05, 0.07 and 0.1)
Piotr Gebara, Czestochowa University of Technology, Poland
Title : Evaluation of mineral jelly as suitable waterproofing material for ammonium nitrate
Ramdas Sawleram Damse, HEMRL, India
Title : The role of tunable materials in next-gen reconfigurable antenna design
Nasimuddin, Institute for Infocomm Research, A-STAR, Singapore