10th Edition of
International Conference on Materials Science and Engineering
March 18-20, 2027 | 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.
Nasimuddin
Institute for Infocomm Research, A-STAR, Singapore
Paulo Cesar De Morais
Catholic University of Brasilia, Brazil
Evgeny Grigoryev
Merzhanov Institute of Structural Macrokinetics and Materials Science Russian Academy of Sciences, Russian Federation
S V Ranganayakulu
Guru Nanak Institutions, India
M G H Zaidi
G B Pant University of Agriculture & Technology, IndiaSubmit your abstract Today
Title : A proposal of chemical sensor based on polycrystalline Cu2O nanofilm
Paulo Cesar De Morais, Catholic University of Brasilia, Brazil
Title : Plant-mediated synthesis of silver nanoparticles and zinc oxide nanoparticles and application of AgNPs for the development of antimicrobial biopolymer films in food packaging
Garva Anup Karmarkar, Vishwakarma Institute of Technology, India
Title : Thermodynamic analysis of a combined modified Kalina–GT-MHR cycle with porous medium effects
Rakesh Manilal Harjivandas Patel, Government Science College, Gandhinagar, India
Title : Non-newtonian rheology on curved circular squeeze films using the Rabinowitsch fluid model
Rakesh Manilal Harjivandas Patel, Government Science College, Gandhinagar, India
Title : Ferrofluid mediated synthesis of nanomagnetic polymer materials in supercritical fluids
M G H Zaidi, G B Pant University of Agriculture & Technology, India
Title : Shape memory phenomena and twinning-detwinning reactions and crystallographic transformations in shape memory alloys
Osman Adiguzel, Firat University, Turkey