Lattice based Valuation Methods

 

 

http://en.wikipedia.org/wiki/Lattice_model_(finance)

http://en.wikipedia.org/wiki/Binomial_options_pricing_model

 

http://www.columbia.edu/~mnb2/broadie/Assets/JFQA-422-Broadie-Kaya-Proofs.pdf

 

http://faculty.weatherhead.case.edu/ritchken/documents/Beyond_BS.pdf

http://www.scientificjournals.org/journals2007/articles/1291.pdf