In mathematical physics, a lattice model is a mathematical model of a physical system that is defined on a lattice, as opposed to a continuum, such as the continuum of space or spacetime. Lattice models originally occurred in the context of condensed matter physics, where the atoms of a crystal automatically form a lattice.

Binomial Lattice for equity, with CRR formulae Tree for an bond option returning the OAS (black vs red): the short rate is the top value; the development of the bond value shows pull-to-par clearly . In quantitative finance, a lattice model [1] is a numerical approach to the valuation of derivatives in situations requiring a discrete time model. For dividend paying equity options, a …

In addition to the various assumptions that can be input into a lattice model, several different mathematical types of lattice model exist, including the binomial model, the trinomial model, finite-difference methods, and other versions of the lattice approach.

2022年8月24日 · What Is a Lattice-Based Model? A lattice-based model is used to value derivatives by employing a binomial tree to compute the various paths the price of an underlying asset, such as a stock,...

晶格模型提供了计算微扰重整化群的替代的计算方法。 其依据是，由于普适性（universality），我们认为所有具有恰当的微观对称性和相互作用尺度的模型都有相同的 临界指数。 这篇文章主要介绍常见的晶格模型类型和处理它们的一般方法。 内容主要来自 kardar 场的 统计力学。 1.The Ising model: 每个格点都对应一个 spin，spin是二值的，可取值为 (+1,-1) 。

在第一次读这本书 时，非常惊讶于作者用简单的Lattice Model，结合Boltzmann统计和几个简单的假设理解溶液的自由能和化学势。这两个典型的物理量，即使是现在发表的很多理论文章中，也非常常见。

Lattice model (physics), a physical model that is defined on a periodic structure with a repeating elemental unit pattern, as opposed to the continuum of space or spacetime. Lattice model (finance), a "discrete-time" model of the varying price over time of the underlying financial instrument, during the life of the instrument.

A lattice model is meant to represent a piece of (quantum) matter which is arranged in a spatially symmetric way. For example, graphene forms a hexagonal 2D lattice, and ice forms a 3D lattice of alternating sheets of crinkled 2D hexagonal lattices. https://en.wikipedia.org/wiki/Graphene https://en.wikipedia.org/wiki/Hydrogen_bond (2.0.1) 2.1.

1 天前 · Using group-equivariant neural backflow transformations, we study the t-V model on a square lattice away from half-filling. Our symmetry-aware backflow significantly improves ground-state energies ...

We begin with binomial-lattice models of the short rate. These models may be viewed as models in their own right or as approximations to more sophisticated continuous-time one-factor short-rate models. These models will also be used to introduce various interest rate derivatives that are commonly traded in the nancial markets.