Jisho

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格子
Wikipedia definition
1. Lattice model (finance)For other meanings, see lattice model (disambiguation) 50x40px This article does not cite any references or sources. Please help improve this article by adding citations to reliable sources. Unsourced material may be challenged and removed. In finance, a lattice model can be used to find the fair value of a stock option; variants also exist for interest rate derivatives. The model divides time between now and the option's expiration into N discrete periods.
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